+175.2%
SO vs EXPD
+304.0%
-128.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -1.5% | -7.2% | +5.7% | +0.1% |
| 30D | +8.1% | -3.3% | +11.3% | +8.8% |
| 3M | +0.2% | +3.4% | -3.2% | -0.7% |
| 6M | +0.4% | +22.7% | -22.3% | -4.6% |
| YTD | +8.5% | +24.5% | -16.0% | +1.8% |
| 1Y | +4.9% | +38.6% | -33.7% | -4.4% |
| 3Y | +47.9% | +71.5% | -23.6% | +24.6% |
| 5Y | +75.7% | +56.2% | +19.4% | +49.7% |
| All | +175.2% | +304.0% | -128.8% | +79.7% |
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