+67.6%
SPY vs EXPD
+55.6%
+12.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -2.7% | -7.2% | +4.5% | -0.4% |
| 30D | -5.4% | -3.3% | -2.1% | -4.5% |
| 3M | -4.1% | +3.4% | -7.5% | -5.3% |
| 6M | +0.7% | +22.7% | -22.0% | -6.2% |
| YTD | +8.7% | +24.5% | -15.9% | -0.4% |
| 1Y | +10.9% | +38.6% | -27.8% | -2.4% |
| 3Y | +75.0% | +71.5% | +3.5% | +37.7% |
| All | +67.6% | +55.6% | +12.1% | +30.8% |
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