-33.1%
SITM vs EXPD
+20.5%
-53.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.3% | +19.7% | +18.4% |
| 7D | -6.7% | -7.2% | +0.4% | -2.5% |
| 30D | -37.3% | -3.3% | -34.1% | -35.1% |
| 3M | -39.4% | +3.4% | -42.7% | -37.6% |
| 6M | -33.1% | +22.7% | -55.8% | -31.7% |
| All | -33.1% | +20.5% | -53.7% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling