-99.5%
SPXS vs EXPD
+308.0%
-407.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | -0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -2.6% |
| 30D | +3.7% | +4.1% | -0.4% | +8.9% |
| 3M | -9.6% | +13.8% | -23.4% | +6.4% |
| 6M | -32.4% | +27.3% | -59.7% | -8.8% |
| YTD | -28.7% | +25.4% | -54.1% | -4.6% |
| 1Y | -38.1% | +54.4% | -92.5% | +9.2% |
| 3Y | -80.1% | +67.9% | -148.0% | -54.9% |
| 5Y | -85.9% | +59.2% | -145.1% | -62.1% |
| 10Y | -99.5% | +308.6% | -408.1% | -92.3% |
| All | -99.5% | +308.0% | -407.5% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling