+156.4%
EXPE vs SPMO
+514.3%
-358.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +3.1% |
| 7D | -8.7% | +0.1% | -8.7% | -8.8% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | +26.6% | +2.8% | +23.8% | +19.6% |
| 6M | +19.9% | +24.4% | -4.5% | -6.3% |
| YTD | -1.7% | +24.2% | -25.9% | -23.0% |
| 1Y | +29.4% | +24.5% | +4.9% | +1.1% |
| 3Y | +155.7% | +155.6% | +0.1% | +3.0% |
| 5Y | +93.1% | +148.2% | -55.1% | -19.5% |
| All | +156.4% | +514.3% | -358.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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