+338.6%
SPGI vs EXPD
+337.7%
+0.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.8% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | +15.3% | +0.6% | +14.7% | +14.7% |
| 3M | +16.5% | +9.8% | +6.7% | +11.6% |
| 6M | +19.8% | +25.8% | -5.9% | +7.9% |
| YTD | -3.2% | +31.3% | -34.5% | -15.8% |
| 1Y | +1.8% | +40.9% | -39.1% | -14.4% |
| 3Y | +30.6% | +74.7% | -44.1% | -3.6% |
| 5Y | +16.0% | +62.9% | -46.8% | -13.0% |
| 10Y | +338.6% | +334.3% | +4.2% | +111.9% |
| All | +338.6% | +337.7% | +0.9% | +111.9% |
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