+104.9%
EXPE vs SPY
+82.0%
+22.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | +31.4% | +2.0% | +29.4% | +27.4% |
| 6M | +35.2% | +13.0% | +22.2% | +13.3% |
| YTD | +5.8% | +13.5% | -7.7% | -11.6% |
| 1Y | +38.7% | +20.0% | +18.7% | +7.5% |
| 3Y | +175.8% | +77.2% | +98.6% | +24.7% |
| All | +104.9% | +82.0% | +22.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling