+730.7%
EXPE vs SPG
+672.7%
+58.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.3% |
| 7D | -9.3% | +4.9% | -14.2% | -11.4% |
| 30D | +0.1% | +15.6% | -15.5% | -6.8% |
| 3M | -15.3% | +4.1% | -19.4% | -16.9% |
| 6M | +5.5% | +13.6% | -8.1% | -1.0% |
| YTD | -8.0% | +27.5% | -35.5% | -18.9% |
| 1Y | +18.9% | +32.2% | -13.4% | +2.9% |
| 3Y | +135.5% | +126.0% | +9.5% | +54.4% |
| 5Y | +44.3% | +74.7% | -30.5% | +7.7% |
| 10Y | +117.7% | +112.8% | +4.9% | +29.7% |
| All | +730.7% | +672.7% | +58.0% | +157.3% |
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