+116.5%
SPG vs EXPD
+334.2%
-217.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.8% |
| 7D | +5.1% | -5.5% | +10.6% | +7.7% |
| 30D | +16.8% | -1.9% | +18.7% | +17.6% |
| 3M | +5.7% | +6.1% | -0.4% | +2.3% |
| 6M | +17.8% | +21.6% | -3.8% | +6.5% |
| YTD | +30.1% | +27.9% | +2.2% | +13.0% |
| 1Y | +32.8% | +39.4% | -6.6% | +10.2% |
| 3Y | +137.2% | +72.7% | +64.6% | +72.3% |
| 5Y | +81.5% | +60.3% | +21.2% | +34.2% |
| 10Y | +116.5% | +332.6% | -216.1% | +0.5% |
| All | +116.5% | +334.2% | -217.6% | +0.5% |
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