+2,947.4%
SPY vs EXPD
+23,811.1%
-20,863.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.2% |
| 7D | -4.7% | -4.8% | +0.1% | -3.5% |
| 30D | -5.9% | -1.5% | -4.4% | -5.6% |
| 3M | -4.5% | +4.1% | -8.7% | -5.7% |
| 6M | +1.8% | +24.0% | -22.2% | -4.2% |
| YTD | +8.3% | +27.4% | -19.1% | +0.5% |
| 1Y | +9.3% | +38.4% | -29.0% | -0.9% |
| 3Y | +74.9% | +73.2% | +1.7% | +47.5% |
| 5Y | +67.3% | +59.9% | +7.4% | +42.9% |
| 10Y | +311.6% | +319.9% | -8.4% | +173.2% |
| All | +2,947.4% | +23,811.1% | -20,863.7% | +1,088.9% |
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