+126.0%
SPG vs EXPD
+68.8%
+57.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +4.9% | -7.2% | +12.1% | +7.2% |
| 30D | +15.6% | -3.3% | +18.9% | +16.6% |
| 3M | +4.1% | +3.4% | +0.7% | +2.6% |
| 6M | +13.6% | +22.7% | -9.1% | +5.5% |
| YTD | +27.5% | +24.5% | +3.0% | +16.5% |
| 1Y | +32.2% | +38.6% | -6.4% | +15.3% |
| 3Y | +126.0% | +71.5% | +54.5% | +69.4% |
| All | +126.0% | +68.8% | +57.2% | +69.4% |
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 · 6 months rolling