+448.1%
SN vs EXPD
+54.0%
+394.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +7.6% | -7.4% | +15.0% | +10.7% |
| 30D | +22.4% | -2.1% | +24.5% | +23.3% |
| 3M | +21.7% | +5.7% | +16.0% | +18.4% |
| 6M | +102.8% | +21.4% | +81.5% | +85.8% |
| YTD | +102.4% | +27.6% | +74.8% | +76.9% |
| 1Y | +139.0% | +36.1% | +102.9% | +101.0% |
| 3Y | +440.4% | +69.9% | +370.5% | +287.0% |
| All | +448.1% | +54.0% | +394.1% | +326.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling