+55.8%
SMR vs EXPD
+68.8%
-13.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.3% | +18.5% | +16.2% |
| 7D | -9.6% | -7.2% | -2.4% | -9.7% |
| 30D | -33.8% | -3.3% | -30.5% | -33.7% |
| 3M | -46.4% | +3.4% | -49.7% | -46.1% |
| 6M | -62.4% | +22.7% | -85.1% | -62.3% |
| YTD | -64.1% | +24.5% | -88.7% | -63.7% |
| 1Y | -84.3% | +38.6% | -123.0% | -84.0% |
| 3Y | +55.8% | +71.5% | -15.7% | +56.4% |
| All | +55.8% | +68.8% | -13.0% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling