+216.8%
EXPO vs SPY
+307.0%
-90.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +3.9% | +2.6% | +1.3% | +1.8% |
| 30D | +22.8% | -2.0% | +24.8% | +24.4% |
| 3M | +28.6% | -2.8% | +31.4% | +31.0% |
| 6M | +61.6% | +2.1% | +59.5% | +57.7% |
| YTD | +27.5% | +11.5% | +16.0% | +15.7% |
| 1Y | +27.1% | +13.5% | +13.6% | +13.7% |
| 3Y | +23.6% | +77.7% | -54.1% | -24.8% |
| 5Y | -25.2% | +72.6% | -97.8% | -53.6% |
| All | +216.8% | +307.0% | -90.2% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling