+573.2%
SPMO vs EXPD
+333.6%
+239.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +2.0% | -1.1% | +3.1% | +2.4% |
| 30D | -0.4% | +4.1% | -4.4% | -1.8% |
| 3M | -1.9% | +17.9% | -19.8% | -7.8% |
| 6M | +25.0% | +29.2% | -4.2% | +13.1% |
| YTD | +26.0% | +27.4% | -1.3% | +13.7% |
| 1Y | +28.7% | +56.8% | -28.2% | +6.4% |
| 3Y | +160.9% | +68.0% | +92.9% | +105.7% |
| 5Y | +147.9% | +61.9% | +86.0% | +93.5% |
| 10Y | +518.9% | +316.0% | +202.9% | +245.9% |
| All | +573.2% | +333.6% | +239.6% | +273.4% |
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