+115.4%
EXPE vs SPMO
+495.2%
-379.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | 0.0% |
| 7D | -0.5% | +6.3% | -6.8% | -5.2% |
| 30D | -6.1% | -8.9% | +2.8% | +0.3% |
| 3M | -21.3% | -13.2% | -8.1% | -13.2% |
| 6M | +19.0% | -9.3% | +28.3% | +22.5% |
| YTD | -8.4% | +11.6% | -20.0% | -22.4% |
| 1Y | -2.8% | +13.4% | -16.2% | -18.8% |
| 3Y | +120.8% | +122.9% | -2.1% | +0.1% |
| 5Y | +46.2% | +113.9% | -67.7% | -30.8% |
| 10Y | +123.8% | +460.5% | -336.7% | -41.9% |
| All | +115.4% | +495.2% | -379.8% | -44.2% |
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