+42.2%
SITM vs EXPD
+39.7%
+2.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.7% |
| 7D | +9.4% | -5.5% | +14.8% | +11.9% |
| 30D | -25.4% | -1.9% | -23.5% | -24.4% |
| 3M | -37.0% | +6.1% | -43.1% | -37.4% |
| 6M | -45.1% | +21.6% | -66.8% | -47.7% |
| YTD | +29.4% | +27.9% | +1.5% | +14.4% |
| All | +42.2% | +39.7% | +2.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling