+71.5%
EXPD vs SPY
+75.1%
-3.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -7.2% | -2.7% | -4.5% | -5.6% |
| 30D | -3.3% | -5.4% | +2.1% | +0.1% |
| 3M | +3.4% | -4.1% | +7.5% | +6.0% |
| 6M | +22.7% | +0.7% | +22.0% | +21.9% |
| YTD | +24.5% | +8.7% | +15.9% | +17.9% |
| 1Y | +38.6% | +10.9% | +27.8% | +29.6% |
| 3Y | +71.5% | +75.0% | -3.5% | +17.0% |
| All | +71.5% | +75.1% | -3.6% | +17.0% |
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