-80.4%
SMR vs EXPD
+40.0%
-120.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | -21.9% | +0.6% | -22.6% | -21.7% |
| 3M | -47.1% | +9.8% | -56.9% | -47.2% |
| 6M | -60.6% | +25.8% | -86.4% | -61.6% |
| YTD | -63.1% | +31.3% | -94.4% | -66.3% |
| 1Y | -80.4% | +40.9% | -121.4% | -82.2% |
| All | -80.4% | +40.0% | -120.5% | -82.2% |
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