+736.5%
EXPE vs SPYG
+1,121.0%
-384.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -4.2% | +4.2% | -8.4% | -8.7% |
| 30D | -4.5% | -7.4% | +2.9% | +3.9% |
| 3M | -19.7% | -5.3% | -14.4% | -15.1% |
| 6M | +18.3% | -1.2% | +19.5% | +17.8% |
| YTD | -7.3% | +9.0% | -16.3% | -17.7% |
| 1Y | -3.9% | +8.8% | -12.7% | -14.6% |
| 3Y | +123.0% | +92.8% | +30.2% | +0.1% |
| 5Y | +47.9% | +69.3% | -21.3% | -22.0% |
| 10Y | +126.5% | +398.4% | -271.9% | -69.3% |
| All | +736.5% | +1,121.0% | -384.5% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling