-81.7%
SPXS vs EXPD
+55.6%
-137.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -2.9% |
| 7D | +7.5% | -7.2% | +14.7% | +0.7% |
| 30D | +17.5% | -3.3% | +20.8% | +14.3% |
| 3M | +14.7% | +3.4% | +11.3% | +19.2% |
| 6M | -0.1% | +22.7% | -22.8% | +23.1% |
| YTD | -19.7% | +24.5% | -44.3% | +1.7% |
| 1Y | -23.6% | +38.6% | -62.3% | +9.7% |
| 3Y | -79.2% | +71.5% | -150.7% | -56.3% |
| All | -81.7% | +55.6% | -137.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling