+855.0%
EXPE vs SPG
+601.0%
+254.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.5% | -2.4% | -7.1% | -8.4% |
| 30D | -6.6% | -6.8% | +0.2% | -3.2% |
| 3M | +31.4% | +2.7% | +28.7% | +29.7% |
| 6M | +35.2% | +5.5% | +29.7% | +31.2% |
| YTD | +5.8% | +15.7% | -9.9% | -2.3% |
| 1Y | +38.7% | +20.9% | +17.8% | +25.2% |
| 3Y | +175.8% | +112.4% | +63.4% | +86.3% |
| 5Y | +111.8% | +101.4% | +10.5% | +47.2% |
| 10Y | +179.7% | +60.6% | +119.1% | +89.8% |
| All | +855.0% | +601.0% | +254.0% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling