+222.4%
EXPO vs SPY
+315.0%
-92.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +22.4% | -3.3% | +25.7% | +25.4% |
| 3M | +28.5% | -2.4% | +30.9% | +30.6% |
| 6M | +40.5% | +2.6% | +37.9% | +36.6% |
| YTD | +24.7% | +11.2% | +13.5% | +13.5% |
| 1Y | +23.3% | +13.4% | +9.9% | +10.3% |
| 3Y | +23.9% | +79.9% | -56.0% | -25.4% |
| 5Y | -23.5% | +72.2% | -95.6% | -52.4% |
| 10Y | +222.4% | +307.3% | -85.0% | -9.8% |
| All | +222.4% | +315.0% | -92.7% | -9.8% |
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