+250.1%
SPOT vs EXPE
+168.6%
+81.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -6.9% | -8.7% | +1.8% | -4.5% |
| 30D | +4.1% | -13.6% | +17.8% | +8.4% |
| 3M | +3.7% | +26.6% | -22.9% | -3.2% |
| 6M | -1.6% | +19.9% | -21.6% | -7.1% |
| YTD | -10.2% | -1.7% | -8.4% | -11.2% |
| 1Y | -25.9% | +29.4% | -55.3% | -32.8% |
| 3Y | +235.6% | +155.7% | +79.9% | +139.8% |
| 5Y | +110.6% | +93.1% | +17.5% | +57.1% |
| All | +250.1% | +168.6% | +81.5% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling