+158.0%
EXPE vs SPY
+312.5%
-154.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -11.5% | -0.4% | -11.2% | -11.1% |
| 30D | -13.1% | -1.4% | -11.7% | -11.5% |
| 3M | +18.1% | +3.7% | +14.4% | +12.6% |
| 6M | +13.3% | +13.0% | +0.3% | -3.6% |
| YTD | -3.2% | +12.4% | -15.6% | -16.9% |
| 1Y | +26.1% | +18.5% | +7.6% | +1.4% |
| 3Y | +151.7% | +77.6% | +74.1% | +22.8% |
| 5Y | +88.3% | +81.7% | +6.7% | -8.8% |
| 10Y | +158.0% | +319.7% | -161.6% | -44.6% |
| All | +158.0% | +312.5% | -154.5% | -44.6% |
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