-49.5%
SMR vs EXPD
+88.4%
-137.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.3% | +18.5% | +16.5% |
| 7D | -9.6% | -7.2% | -2.4% | -8.6% |
| 30D | -33.8% | -3.3% | -30.5% | -33.4% |
| 3M | -46.4% | +3.4% | -49.7% | -46.6% |
| 6M | -62.4% | +22.7% | -85.1% | -63.6% |
| YTD | -64.1% | +24.5% | -88.7% | -65.4% |
| 1Y | -84.3% | +38.6% | -123.0% | -85.1% |
| 3Y | +55.8% | +71.5% | -15.7% | +36.6% |
| All | -49.5% | +88.4% | -137.9% | -56.2% |
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 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