+331.8%
SPGI vs EXPD
+304.0%
+27.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | 0.0% |
| 7D | +0.3% | -7.2% | +7.4% | +3.3% |
| 30D | +18.4% | -3.3% | +21.6% | +19.8% |
| 3M | +15.7% | +3.4% | +12.3% | +13.7% |
| 6M | +17.3% | +22.7% | -5.4% | +6.7% |
| YTD | -4.7% | +24.5% | -29.3% | -15.2% |
| 1Y | +1.8% | +38.6% | -36.8% | -13.9% |
| 3Y | +31.7% | +71.5% | -39.8% | -2.2% |
| 5Y | +12.1% | +56.2% | -44.2% | -14.5% |
| All | +331.8% | +304.0% | +27.8% | +113.5% |
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