+6,337.0%
SO vs EXPD
+30,870.6%
-24,533.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.7% |
| 7D | +0.4% | -4.8% | +5.2% | +0.8% |
| 30D | +9.2% | -1.5% | +10.8% | +9.4% |
| 3M | +1.1% | +4.1% | -3.0% | +0.6% |
| 6M | -1.1% | +24.0% | -25.1% | -3.3% |
| YTD | +9.7% | +27.4% | -17.7% | +6.6% |
| 1Y | +5.5% | +38.4% | -32.9% | +1.6% |
| 3Y | +47.0% | +73.2% | -26.1% | +37.7% |
| 5Y | +77.6% | +59.9% | +17.7% | +66.7% |
| 10Y | +181.0% | +319.9% | -138.9% | +140.8% |
| All | +6,337.0% | +30,870.6% | -24,533.5% | +4,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling