+5,756.7%
SPG vs EXPD
+29,240.1%
-23,483.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | +5.0% | -4.8% | +9.8% | +6.6% |
| 30D | +12.3% | -1.5% | +13.8% | +12.7% |
| 3M | +1.9% | +4.1% | -2.3% | +0.3% |
| 6M | +14.4% | +24.0% | -9.6% | +6.4% |
| YTD | +26.5% | +27.4% | -0.9% | +15.7% |
| 1Y | +30.7% | +38.4% | -7.7% | +16.4% |
| 3Y | +122.6% | +73.2% | +49.4% | +83.1% |
| 5Y | +73.3% | +59.9% | +13.5% | +45.1% |
| 10Y | +111.1% | +319.9% | -208.8% | +32.4% |
| All | +5,756.7% | +29,240.1% | -23,483.3% | +2,484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling