+59.8%
SO vs EXPD
+61.6%
-1.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | -4.6% | +4.1% | -8.7% | -5.1% |
| 3M | -3.0% | +17.9% | -20.9% | -5.1% |
| 6M | -8.3% | +29.2% | -37.5% | -11.4% |
| YTD | +3.5% | +27.4% | -23.8% | -0.4% |
| 1Y | -0.9% | +56.8% | -57.8% | -8.2% |
| 3Y | +45.4% | +68.0% | -22.7% | +31.4% |
| All | +59.8% | +61.6% | -1.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling