+730.7%
EXPE vs SPY
+777.2%
-46.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.2% |
| 7D | -9.3% | -2.7% | -6.6% | -5.7% |
| 30D | +0.1% | -5.4% | +5.5% | +7.6% |
| 3M | -15.3% | -4.1% | -11.2% | -10.6% |
| 6M | +5.5% | +0.7% | +4.8% | +4.4% |
| YTD | -8.0% | +8.7% | -16.6% | -16.8% |
| 1Y | +18.9% | +10.9% | +8.0% | +5.1% |
| 3Y | +135.5% | +75.0% | +60.5% | +21.2% |
| 5Y | +44.3% | +67.8% | -23.5% | -19.7% |
| 10Y | +117.7% | +312.9% | -195.1% | -56.9% |
| All | +730.7% | +777.2% | -46.5% | -23.9% |
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