+142.6%
SN vs EXPD
+35.2%
+107.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +4.9% | +2.8% |
| 7D | +7.2% | -7.2% | +14.3% | +7.7% |
| 30D | +20.4% | -3.3% | +23.7% | +20.6% |
| 3M | +23.9% | +3.4% | +20.5% | +23.3% |
| 6M | +93.0% | +22.7% | +70.4% | +90.2% |
| YTD | +99.2% | +24.5% | +74.7% | +87.2% |
| 1Y | +142.6% | +38.6% | +104.0% | +113.9% |
| All | +142.6% | +35.2% | +107.4% | +113.9% |
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