+153.1%
EXPE vs SPG
+61.5%
+91.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.0% | -8.6% |
| 7D | -9.8% | 0.0% | -9.8% | -9.8% |
| 30D | -11.5% | -4.9% | -6.6% | -8.9% |
| 3M | +21.7% | +3.3% | +18.4% | +19.4% |
| 6M | +10.4% | +11.2% | -0.8% | +3.4% |
| YTD | -2.5% | +17.1% | -19.6% | -11.6% |
| 1Y | +27.3% | +21.6% | +5.8% | +12.8% |
| 3Y | +153.5% | +111.9% | +41.6% | +61.8% |
| 5Y | +91.1% | +106.9% | -15.8% | +23.3% |
| 10Y | +153.1% | +62.2% | +90.9% | +33.9% |
| All | +153.1% | +61.5% | +91.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling