-64.8%
SPCH vs EXPD
+11.5%
-76.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.3% | +19.1% | +19.4% |
| 7D | -3.0% | -7.2% | +4.1% | +7.5% |
| 30D | -39.8% | -3.3% | -36.6% | -36.2% |
| 3M | +16.8% | +3.4% | +13.4% | +10.3% |
| All | -64.8% | +11.5% | -76.2% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling