+135.5%
EXPE vs SPY
+75.1%
+60.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.3% |
| 7D | -9.3% | -2.7% | -6.6% | -5.4% |
| 30D | +0.1% | -5.4% | +5.5% | +8.0% |
| 3M | -15.3% | -4.1% | -11.2% | -10.3% |
| 6M | +5.5% | +0.7% | +4.8% | +4.3% |
| YTD | -8.0% | +8.7% | -16.6% | -17.6% |
| 1Y | +18.9% | +10.9% | +8.0% | +3.8% |
| 3Y | +135.5% | +75.0% | +60.5% | +9.8% |
| All | +135.5% | +75.1% | +60.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling