-100.0%
SPXU vs EXPD
+640.4%
-740.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +2.4% |
| 7D | -0.1% | -1.1% | +1.0% | -1.5% |
| 30D | +0.8% | +4.1% | -3.2% | +6.0% |
| 3M | -4.7% | +17.9% | -22.6% | +17.4% |
| 6M | -29.6% | +29.2% | -58.8% | -2.9% |
| YTD | -29.9% | +27.4% | -57.2% | -4.2% |
| 1Y | -39.1% | +56.8% | -95.9% | +9.2% |
| 3Y | -80.0% | +68.0% | -148.0% | -55.4% |
| 5Y | -86.0% | +61.9% | -147.9% | -62.2% |
| 10Y | -99.5% | +316.0% | -415.5% | -92.4% |
| All | -100.0% | +640.4% | -740.4% | -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