+264.0%
SPOT vs EXPD
+233.5%
+30.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +12.5% | +4.1% | +8.4% | +10.7% |
| 3M | +9.9% | +17.9% | -8.0% | +2.8% |
| 6M | +1.6% | +29.2% | -27.7% | -8.9% |
| YTD | -6.6% | +27.4% | -33.9% | -16.1% |
| 1Y | -22.9% | +56.8% | -79.8% | -36.9% |
| 3Y | +244.3% | +68.0% | +176.2% | +166.2% |
| 5Y | +117.8% | +61.9% | +55.9% | +66.2% |
| All | +264.0% | +233.5% | +30.5% | +110.1% |
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