+146.2%
SN vs EXPD
+40.0%
+106.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | 0.0% |
| 7D | +3.5% | -1.6% | +5.1% | +3.6% |
| 30D | +19.4% | +0.6% | +18.8% | +19.3% |
| 3M | +20.9% | +9.8% | +11.1% | +19.9% |
| 6M | +111.1% | +25.8% | +85.4% | +108.0% |
| YTD | +102.8% | +31.3% | +71.5% | +90.6% |
| 1Y | +146.2% | +40.9% | +105.2% | +124.4% |
| All | +146.2% | +40.0% | +106.1% | +124.4% |
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