+468.7%
SPCX vs EXPD
+60.5%
+408.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +10.9% | +20.8% |
| 7D | -0.3% | -7.2% | +6.8% | +42.7% |
| 30D | -19.9% | -3.3% | -16.6% | -11.3% |
| 3M | +16.8% | +3.4% | +13.4% | -20.7% |
| 6M | +510.9% | +27.6% | +483.3% | +89.7% |
| YTD | +516.3% | +24.5% | +491.8% | +91.4% |
| 1Y | +421.3% | +38.6% | +382.6% | +62.1% |
| All | +468.7% | +60.5% | +408.2% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling