-24.9%
EXPO vs SPY
+67.4%
-92.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | -2.7% | +7.4% | +6.7% |
| 30D | +21.9% | -5.4% | +27.3% | +26.6% |
| 3M | +27.5% | -4.1% | +31.6% | +31.0% |
| 6M | +32.1% | +0.7% | +31.4% | +30.3% |
| YTD | +22.6% | +8.7% | +14.0% | +13.9% |
| 1Y | +20.1% | +10.9% | +9.2% | +9.7% |
| 3Y | +19.7% | +75.0% | -55.3% | -25.9% |
| All | -24.9% | +67.4% | -92.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling