+127.7%
EXPE vs SPY
+307.0%
-179.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -0.5% | +2.6% | -3.1% | -3.7% |
| 30D | -6.1% | -2.0% | -4.1% | -3.3% |
| 3M | -21.3% | -2.8% | -18.5% | -18.2% |
| 6M | +19.0% | +2.1% | +16.9% | +15.7% |
| YTD | -8.4% | +11.5% | -19.9% | -20.3% |
| 1Y | -2.8% | +13.5% | -16.3% | -17.2% |
| 3Y | +120.8% | +77.7% | +43.1% | +7.4% |
| 5Y | +46.2% | +72.6% | -26.4% | -24.6% |
| All | +127.7% | +307.0% | -179.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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