+33.0%
SPGI vs EXPD
+72.7%
-39.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -0.9% |
| 7D | +2.6% | -4.8% | +7.3% | +3.6% |
| 30D | +19.3% | -1.5% | +20.8% | +19.5% |
| 3M | +15.5% | +4.1% | +11.4% | +14.2% |
| 6M | +18.3% | +24.0% | -5.7% | +12.1% |
| YTD | -3.8% | +27.4% | -31.2% | -10.2% |
| 1Y | +1.3% | +38.4% | -37.0% | -7.8% |
| All | +33.0% | +72.7% | -39.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling