+3,094.0%
SPY vs EXPD
+23,802.2%
-20,708.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +0.1% | +4.1% | -4.0% | -1.0% |
| 3M | +2.0% | +17.9% | -15.9% | -2.6% |
| 6M | +13.0% | +29.2% | -16.2% | +5.0% |
| YTD | +13.5% | +27.4% | -13.8% | +5.4% |
| 1Y | +20.0% | +56.8% | -36.9% | +4.9% |
| 3Y | +77.2% | +68.0% | +9.1% | +50.8% |
| 5Y | +81.9% | +61.9% | +20.0% | +54.7% |
| 10Y | +314.1% | +316.0% | -1.9% | +175.7% |
| All | +3,094.0% | +23,802.2% | -20,708.2% | +1,147.5% |
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