-53.7%
SMR vs EXPD
+98.8%
-152.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -8.3% | +5.5% | -13.8% | -8.9% |
| 30D | -20.1% | -0.8% | -19.3% | -19.9% |
| 3M | -52.7% | +4.1% | -56.8% | -52.9% |
| 6M | -61.0% | +25.7% | -86.7% | -62.4% |
| YTD | -67.1% | +31.4% | -98.5% | -68.5% |
| 1Y | -79.9% | +42.2% | -122.1% | -80.9% |
| 3Y | +101.7% | +77.2% | +24.5% | +77.1% |
| All | -53.7% | +98.8% | -152.5% | -60.1% |
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 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