+88.3%
EXPE vs SPMO
+149.2%
-60.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -11.5% | +2.7% | -14.2% | -13.4% |
| 30D | -13.1% | +1.1% | -14.1% | -14.2% |
| 3M | +18.1% | +2.0% | +16.1% | +12.2% |
| 6M | +13.3% | +26.5% | -13.3% | -15.3% |
| YTD | -3.2% | +26.5% | -29.7% | -27.5% |
| 1Y | +26.1% | +27.9% | -1.8% | -6.8% |
| 3Y | +151.7% | +160.4% | -8.7% | -17.8% |
| 5Y | +88.3% | +151.5% | -63.1% | -35.7% |
| All | +88.3% | +149.2% | -60.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling