-2.6%
EXPE vs SPG
+32.2%
-34.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.3% |
| 7D | -13.3% | +5.1% | -18.4% | -15.8% |
| 30D | -5.5% | +16.8% | -22.3% | -13.0% |
| 3M | -16.5% | +5.7% | -22.1% | -19.6% |
| 6M | +13.1% | +17.8% | -4.7% | +5.8% |
| YTD | -8.0% | +30.1% | -38.1% | -18.8% |
| All | -2.6% | +32.2% | -34.8% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling