+713.2%
EXPE vs SPY
+794.6%
-81.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -11.2% | -0.6% | -10.6% | -10.0% |
| 30D | -7.5% | -3.7% | -3.8% | -2.8% |
| 3M | -19.1% | -2.7% | -16.3% | -16.0% |
| 6M | +10.7% | +2.2% | +8.6% | +7.7% |
| YTD | -9.9% | +10.8% | -20.7% | -20.5% |
| 1Y | -4.6% | +11.2% | -15.9% | -16.1% |
| 3Y | +116.8% | +76.5% | +40.3% | +10.3% |
| 5Y | +38.6% | +72.9% | -34.4% | -25.7% |
| 10Y | +115.9% | +304.8% | -189.0% | -56.3% |
| All | +713.2% | +794.6% | -81.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling