+23,802.2%
EXPD vs SPY
+3,091.8%
+20,710.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | +17.9% | +2.0% | +15.9% | +15.5% |
| 6M | +29.2% | +13.0% | +16.2% | +14.7% |
| YTD | +27.4% | +13.5% | +13.8% | +12.7% |
| 1Y | +56.8% | +20.0% | +36.9% | +31.6% |
| 3Y | +68.0% | +77.2% | -9.1% | -3.6% |
| 5Y | +61.9% | +81.9% | -20.0% | -9.9% |
| 10Y | +316.0% | +314.1% | +1.9% | +2.2% |
| All | +23,802.2% | +3,091.8% | +20,710.5% | +1,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling