-19.8%
EXPO vs SPY
+80.4%
-100.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | +16.0% | +2.0% | +14.0% | +14.3% |
| 6M | -5.0% | +13.0% | -18.0% | -13.3% |
| YTD | -0.2% | +13.5% | -13.8% | -9.1% |
| 1Y | -4.3% | +20.0% | -24.2% | -16.3% |
| All | -19.8% | +80.4% | -100.2% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling