+88.3%
EXPE vs SPYG
+83.9%
+4.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -11.5% | +0.3% | -11.8% | -11.8% |
| 30D | -13.1% | -1.7% | -11.4% | -11.7% |
| 3M | +18.1% | +3.6% | +14.5% | +13.2% |
| 6M | +13.3% | +16.6% | -3.3% | -4.6% |
| YTD | -3.2% | +13.4% | -16.6% | -15.9% |
| 1Y | +26.1% | +19.6% | +6.6% | +3.4% |
| 3Y | +151.7% | +99.8% | +52.0% | +17.6% |
| 5Y | +88.3% | +85.0% | +3.4% | -4.2% |
| All | +88.3% | +83.9% | +4.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling