+72.7%
EXPD vs SPY
+78.0%
-5.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.2% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -1.9% | -3.3% | +1.4% | +0.2% |
| 3M | +6.1% | -2.4% | +8.5% | +7.7% |
| 6M | +21.6% | +2.6% | +19.1% | +19.5% |
| YTD | +27.9% | +11.2% | +16.6% | +19.3% |
| 1Y | +39.4% | +13.4% | +26.0% | +28.4% |
| 3Y | +72.7% | +79.9% | -7.2% | +13.1% |
| All | +72.7% | +78.0% | -5.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling