+5,976.4%
SO vs EXPD
+30,859.1%
-24,882.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | -4.6% | +4.1% | -8.7% | -5.0% |
| 3M | -3.0% | +17.9% | -20.9% | -4.7% |
| 6M | -8.3% | +29.2% | -37.5% | -10.7% |
| YTD | +3.5% | +27.4% | -23.8% | +0.7% |
| 1Y | -0.9% | +56.8% | -57.8% | -5.8% |
| 3Y | +45.4% | +68.0% | -22.7% | +36.6% |
| 5Y | +59.6% | +61.9% | -2.2% | +49.7% |
| 10Y | +156.6% | +316.0% | -159.4% | +120.2% |
| All | +5,976.4% | +30,859.1% | -24,882.7% | +4,690.7% |
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 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