+14,754.4%
SPGI vs EXPD
+30,870.6%
-16,116.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -0.8% |
| 7D | +2.6% | -4.8% | +7.3% | +3.7% |
| 30D | +19.3% | -1.5% | +20.8% | +19.6% |
| 3M | +15.5% | +4.1% | +11.4% | +14.2% |
| 6M | +18.3% | +24.0% | -5.7% | +11.9% |
| YTD | -3.8% | +27.4% | -31.2% | -10.2% |
| 1Y | +1.3% | +38.4% | -37.0% | -7.4% |
| 3Y | +33.6% | +73.2% | -39.6% | +14.5% |
| 5Y | +13.2% | +59.9% | -46.7% | -1.7% |
| 10Y | +346.3% | +319.9% | +26.4% | +209.9% |
| All | +14,754.4% | +30,870.6% | -16,116.2% | +7,434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling