+7,717.1%
EXPO vs SPY
+3,091.8%
+4,625.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 6M | -5.0% | +13.0% | -18.0% | -12.8% |
| YTD | -0.2% | +13.5% | -13.8% | -8.6% |
| 1Y | -4.3% | +20.0% | -24.2% | -15.5% |
| 3Y | -20.7% | +77.2% | -97.9% | -46.2% |
| 5Y | -37.5% | +81.9% | -119.4% | -58.4% |
| 10Y | +203.3% | +314.1% | -110.7% | +20.8% |
| All | +7,717.1% | +3,091.8% | +4,625.3% | +942.2% |
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