+3,535.1%
SITM vs EXPD
+179.4%
+3,355.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.5% | +4.1% |
| 7D | +17.2% | -1.6% | +18.8% | +19.0% |
| 30D | -17.1% | +0.6% | -17.7% | -17.1% |
| 3M | -29.2% | +9.8% | -39.0% | -34.0% |
| 6M | -47.6% | +25.8% | -73.3% | -56.7% |
| YTD | +33.8% | +31.3% | +2.5% | +3.5% |
| 1Y | +54.1% | +40.9% | +13.2% | +12.0% |
| 3Y | +337.6% | +74.7% | +262.8% | +153.2% |
| 5Y | +89.7% | +62.9% | +26.9% | +14.1% |
| All | +3,535.1% | +179.4% | +3,355.7% | +1,519.2% |
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