+6.0%
SO vs EXPD
+40.4%
-34.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.2% |
| 7D | +1.4% | +5.5% | -4.2% | +1.5% |
| 30D | +4.7% | -0.8% | +5.5% | +4.7% |
| 3M | +1.7% | +4.1% | -2.4% | +1.8% |
| 6M | +2.2% | +25.7% | -23.5% | +3.3% |
| YTD | +10.0% | +31.4% | -21.4% | +10.3% |
| 1Y | +6.0% | +42.2% | -36.1% | +5.3% |
| All | +6.0% | +40.4% | -34.4% | +5.3% |
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