+3,107.0%
SITM vs EXPD
+165.0%
+2,942.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.3% | +19.7% | +19.2% |
| 7D | -6.7% | -7.2% | +0.4% | -0.8% |
| 30D | -37.3% | -3.3% | -34.1% | -35.5% |
| 3M | -39.4% | +3.4% | -42.7% | -40.8% |
| 6M | -33.1% | +22.7% | -55.8% | -43.7% |
| YTD | +18.0% | +24.5% | -6.5% | -5.1% |
| 1Y | +22.7% | +38.6% | -16.0% | -10.3% |
| 3Y | +283.8% | +71.5% | +212.3% | +123.8% |
| 5Y | +45.0% | +56.2% | -11.2% | -9.9% |
| All | +3,107.0% | +165.0% | +2,942.0% | +1,386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling