+101.3%
SPMO vs EXPD
+55.6%
+45.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | -8.7% | -7.2% | -1.5% | -6.7% |
| 30D | -18.7% | -3.3% | -15.4% | -17.9% |
| 3M | -16.4% | +3.4% | -19.8% | -17.3% |
| 6M | -11.9% | +22.7% | -34.5% | -17.1% |
| YTD | +4.9% | +24.5% | -19.6% | -2.6% |
| 1Y | +6.2% | +38.6% | -32.5% | -4.8% |
| 3Y | +115.1% | +71.5% | +43.6% | +75.6% |
| All | +101.3% | +55.6% | +45.7% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling