+172.1%
SITM vs EXPD
+61.6%
+110.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.7% | +5.8% |
| 7D | +9.7% | -1.1% | +10.9% | +10.8% |
| 30D | +12.7% | +4.1% | +8.6% | +8.9% |
| 3M | -13.4% | +17.9% | -31.3% | -25.0% |
| 6M | +59.6% | +29.2% | +30.4% | +26.4% |
| YTD | +73.3% | +27.4% | +45.9% | +35.2% |
| 1Y | +165.5% | +56.8% | +108.7% | +65.4% |
| 3Y | +368.7% | +68.0% | +300.7% | +165.1% |
| All | +172.1% | +61.6% | +110.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling