-100.0%
SPXS vs EXPD
+679.7%
-779.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -3.7% |
| 7D | +7.5% | -7.2% | +14.7% | -1.9% |
| 30D | +17.5% | -3.3% | +20.8% | +13.0% |
| 3M | +14.7% | +3.4% | +11.3% | +20.5% |
| 6M | -0.1% | +22.7% | -22.8% | +31.7% |
| YTD | -19.7% | +24.5% | -44.3% | +8.5% |
| 1Y | -23.6% | +38.6% | -62.3% | +20.2% |
| 3Y | -79.2% | +71.5% | -150.7% | -50.9% |
| 5Y | -81.7% | +56.2% | -138.0% | -51.4% |
| 10Y | -99.5% | +310.5% | -410.0% | -91.4% |
| All | -100.0% | +679.7% | -779.7% | -99.6% |
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