+4,437.5%
SITM vs EXPD
+170.3%
+4,267.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.5% |
| 7D | +3.7% | +1.2% | +2.5% | +2.8% |
| 30D | -14.5% | +5.2% | -19.7% | -17.8% |
| 3M | -10.6% | +13.2% | -23.8% | -19.5% |
| 6M | +65.5% | +30.3% | +35.2% | +31.5% |
| YTD | +67.0% | +27.0% | +40.0% | +32.1% |
| 1Y | +138.6% | +57.3% | +81.3% | +52.9% |
| 3Y | +421.8% | +70.0% | +351.8% | +207.7% |
| 5Y | +172.4% | +61.6% | +110.8% | +64.7% |
| All | +4,437.5% | +170.3% | +4,267.1% | +1,967.9% |
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