+319.7%
SPY vs EXPE
+153.6%
+166.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | -11.5% | +11.2% | +2.1% |
| 30D | -1.4% | -13.1% | +11.7% | +1.3% |
| 3M | +3.7% | +18.1% | -14.4% | -0.6% |
| 6M | +13.0% | +13.3% | -0.3% | +8.8% |
| YTD | +12.4% | -3.2% | +15.6% | +10.9% |
| 1Y | +18.5% | +26.1% | -7.6% | +9.4% |
| 3Y | +77.6% | +151.7% | -74.1% | +35.6% |
| 5Y | +81.7% | +88.3% | -6.7% | +41.8% |
| 10Y | +319.7% | +158.0% | +161.6% | +167.2% |
| All | +319.7% | +153.6% | +166.1% | +167.2% |
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