+127.7%
EXPE vs SPYG
+393.2%
-265.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -2.8% |
| 30D | -6.1% | -6.5% | +0.4% | +0.2% |
| 3M | -21.3% | -6.8% | -14.5% | -16.0% |
| 6M | +19.0% | -3.1% | +22.1% | +21.2% |
| YTD | -8.4% | +8.0% | -16.4% | -16.6% |
| 1Y | -2.8% | +10.2% | -13.0% | -13.3% |
| 3Y | +120.8% | +91.0% | +29.8% | +10.8% |
| 5Y | +46.2% | +67.7% | -21.6% | -16.0% |
| All | +127.7% | +393.2% | -265.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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