+158.9%
SN vs EXPD
+53.8%
+105.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.4% | +4.3% |
| 7D | +10.6% | +0.3% | +10.4% | +10.5% |
| 30D | +20.0% | +1.8% | +18.2% | +19.8% |
| 3M | +30.4% | +8.9% | +21.4% | +29.5% |
| 6M | +91.0% | +42.2% | +48.8% | +87.9% |
| YTD | +95.9% | +33.4% | +62.6% | +88.0% |
| 1Y | +158.9% | +47.2% | +111.7% | +143.9% |
| All | +158.9% | +53.8% | +105.1% | +143.9% |
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