+148.9%
EXPE vs SPMO
+572.4%
-423.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -2.9% |
| 7D | -9.5% | +2.0% | -11.5% | -11.0% |
| 30D | -6.6% | -0.4% | -6.3% | -6.7% |
| 3M | +31.4% | -1.9% | +33.3% | +29.2% |
| 6M | +35.2% | +25.0% | +10.1% | +5.8% |
| YTD | +5.8% | +26.0% | -20.2% | -17.6% |
| 1Y | +38.7% | +28.7% | +10.0% | +5.8% |
| 3Y | +175.8% | +160.9% | +14.9% | +11.4% |
| 5Y | +111.8% | +147.9% | -36.1% | -9.9% |
| 10Y | +179.7% | +518.9% | -339.2% | -32.7% |
| All | +148.9% | +572.4% | -423.5% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling