-100.0%
SPXU vs EXPD
+642.0%
-741.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +0.9% |
| 7D | +0.5% | -7.4% | +7.9% | -7.9% |
| 30D | +10.9% | -2.1% | +13.0% | +8.8% |
| 3M | +9.6% | +5.7% | +3.9% | +18.4% |
| 6M | -4.7% | +21.4% | -26.0% | +22.6% |
| YTD | -24.6% | +27.6% | -52.2% | +4.1% |
| 1Y | -24.7% | +36.1% | -60.8% | +13.4% |
| 3Y | -80.0% | +69.9% | -149.9% | -54.9% |
| 5Y | -83.5% | +59.7% | -143.2% | -56.0% |
| 10Y | -99.5% | +323.0% | -422.5% | -91.5% |
| All | -100.0% | +642.0% | -741.9% | -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