+385.8%
SN vs EXPD
+72.7%
+313.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.7% |
| 7D | +3.8% | -4.8% | +8.6% | +5.6% |
| 30D | +17.5% | -1.5% | +19.1% | +18.1% |
| 3M | +19.2% | +4.1% | +15.1% | +16.9% |
| 6M | +84.9% | +24.0% | +60.9% | +68.3% |
| YTD | +94.0% | +27.4% | +66.6% | +70.4% |
| 1Y | +151.3% | +38.4% | +113.0% | +109.9% |
| All | +385.8% | +72.7% | +313.0% | +269.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling