+59.6%
SPG vs EXPD
+315.7%
-256.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.4% | -1.1% | -1.2% | -1.9% |
| 30D | -6.8% | +4.1% | -10.9% | -8.6% |
| 3M | +2.7% | +17.9% | -15.2% | -5.3% |
| 6M | +5.5% | +29.2% | -23.8% | -7.5% |
| YTD | +15.7% | +27.4% | -11.7% | +1.1% |
| 1Y | +20.9% | +56.8% | -36.0% | -5.6% |
| 3Y | +112.4% | +68.0% | +44.3% | +57.1% |
| 5Y | +101.4% | +61.9% | +39.5% | +48.0% |
| All | +59.6% | +315.7% | -256.1% | -22.2% |
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 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