+75.0%
SPY vs EXPE
+131.0%
-56.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.0% |
| 7D | -2.7% | -9.3% | +6.6% | -1.4% |
| 30D | -5.4% | +0.1% | -5.5% | -5.7% |
| 3M | -4.1% | -15.3% | +11.2% | -2.2% |
| 6M | +0.7% | +5.5% | -4.8% | -1.3% |
| YTD | +8.7% | -8.0% | +16.6% | +8.3% |
| 1Y | +10.9% | +18.9% | -8.0% | +4.6% |
| 3Y | +75.0% | +135.5% | -60.5% | +42.5% |
| All | +75.0% | +131.0% | -56.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling