+0.4%
SPGI vs EXPD
+40.4%
-40.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.2% | +5.5% | -4.3% | +0.6% |
| 30D | +15.9% | -0.8% | +16.7% | +15.9% |
| 3M | +12.3% | +4.1% | +8.2% | +11.6% |
| 6M | +23.7% | +25.7% | -2.0% | +20.4% |
| YTD | -3.5% | +31.4% | -35.0% | -6.9% |
| 1Y | +0.4% | +42.2% | -41.8% | -4.2% |
| All | +0.4% | +40.4% | -40.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling