-4.8%
SPOT vs EXPD
+40.0%
-44.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | +15.2% | +0.6% | +14.6% | +15.0% |
| 3M | +21.6% | +9.8% | +11.8% | +20.5% |
| 6M | +45.2% | +25.8% | +19.5% | +40.7% |
| YTD | +4.9% | +31.3% | -26.4% | +2.4% |
| 1Y | -4.8% | +40.9% | -45.7% | -8.5% |
| All | -4.8% | +40.0% | -44.8% | -8.5% |
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