+3,415.8%
SITM vs EXPD
+172.2%
+3,243.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +7.5% |
| 7D | +9.4% | -5.5% | +14.8% | +14.8% |
| 30D | -25.4% | -1.9% | -23.5% | -23.9% |
| 3M | -37.0% | +6.1% | -43.1% | -39.7% |
| 6M | -45.1% | +21.6% | -66.8% | -53.5% |
| YTD | +29.4% | +27.9% | +1.5% | +2.1% |
| 1Y | +39.8% | +39.4% | +0.4% | +2.2% |
| 3Y | +328.2% | +72.7% | +255.6% | +149.4% |
| 5Y | +87.4% | +60.3% | +27.1% | +14.2% |
| All | +3,415.8% | +172.2% | +3,243.6% | +1,497.4% |
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