+120.8%
EXPE vs SPG
+135.6%
-14.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.5% | +2.0% | -2.5% | -1.8% |
| 30D | -6.1% | +17.2% | -23.3% | -15.1% |
| 3M | -21.3% | +6.3% | -27.6% | -24.3% |
| 6M | +19.0% | +18.7% | +0.3% | +6.8% |
| YTD | -8.4% | +30.1% | -38.5% | -23.2% |
| 1Y | -2.8% | +32.8% | -35.6% | -19.6% |
| 3Y | +120.8% | +133.6% | -12.8% | +36.5% |
| All | +120.8% | +135.6% | -14.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling