+118.5%
EXPE vs SPY
+315.0%
-196.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -3.0% |
| 7D | -13.3% | +0.1% | -13.4% | -12.9% |
| 30D | -5.5% | -3.3% | -2.2% | -1.0% |
| 3M | -16.5% | -2.4% | -14.0% | -13.6% |
| 6M | +13.1% | +2.6% | +10.5% | +9.3% |
| YTD | -8.0% | +11.2% | -19.2% | -19.7% |
| 1Y | +1.1% | +13.4% | -12.3% | -13.8% |
| 3Y | +131.2% | +79.9% | +51.3% | +10.7% |
| 5Y | +39.8% | +72.2% | -32.4% | -27.7% |
| 10Y | +118.5% | +307.3% | -188.9% | -57.3% |
| All | +118.5% | +315.0% | -196.6% | -57.3% |
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