+9,509.2%
EXPO vs SPY
+2,954.7%
+6,554.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | -2.7% | +7.4% | +6.5% |
| 30D | +21.9% | -5.4% | +27.3% | +26.1% |
| 3M | +27.5% | -4.1% | +31.6% | +30.7% |
| 6M | +32.1% | +0.7% | +31.4% | +30.7% |
| YTD | +22.6% | +8.7% | +14.0% | +15.4% |
| 1Y | +20.1% | +10.9% | +9.2% | +11.4% |
| 3Y | +19.7% | +75.0% | -55.3% | -18.4% |
| 5Y | -24.2% | +67.8% | -92.0% | -46.9% |
| 10Y | +237.0% | +312.9% | -75.9% | +34.4% |
| All | +9,509.2% | +2,954.7% | +6,554.5% | +1,215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling