+308.3%
SPGI vs EXPD
+315.7%
-7.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.1% | -1.1% | +1.3% | +0.6% |
| 30D | +8.4% | +4.1% | +4.3% | +6.5% |
| 3M | +11.8% | +17.9% | -6.1% | +3.9% |
| 6M | +5.7% | +29.2% | -23.5% | -6.1% |
| YTD | -9.7% | +27.4% | -37.0% | -20.1% |
| 1Y | -12.5% | +56.8% | -69.3% | -30.2% |
| 3Y | +21.8% | +68.0% | -46.2% | -8.3% |
| 5Y | +8.2% | +61.9% | -53.7% | -18.9% |
| All | +308.3% | +315.7% | -7.3% | +93.5% |
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