+20.3%
SGOV vs EXPD
+171.3%
-151.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | 0.0% | +2.0% | -2.0% | 0.0% |
| 30D | +0.3% | +4.4% | -4.1% | +0.3% |
| 3M | +0.9% | +15.7% | -14.8% | +0.9% |
| 6M | +1.8% | +37.5% | -35.6% | +1.8% |
| YTD | +2.5% | +29.9% | -27.4% | +2.5% |
| 1Y | +3.8% | +57.8% | -54.0% | +3.8% |
| 3Y | +14.4% | +71.6% | -57.3% | +14.4% |
| 5Y | +20.2% | +62.2% | -42.1% | +20.2% |
| All | +20.3% | +171.3% | -151.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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