+309.3%
SPY vs EXPE
+126.2%
+183.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +3.3% | -4.2% | +7.5% | +4.2% |
| 30D | -2.7% | -4.5% | +1.8% | -2.2% |
| 3M | -1.7% | -19.7% | +18.0% | +2.0% |
| 6M | +3.1% | +18.3% | -15.2% | -1.9% |
| YTD | +11.9% | -7.3% | +19.2% | +10.7% |
| 1Y | +12.0% | -3.9% | +15.9% | +9.7% |
| 3Y | +78.2% | +123.0% | -44.8% | +39.3% |
| 5Y | +73.2% | +47.9% | +25.3% | +42.5% |
| All | +309.3% | +126.2% | +183.1% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling