+67.6%
SPY vs EXPE
+43.3%
+24.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.2% |
| 7D | -2.7% | -9.3% | +6.6% | -1.2% |
| 30D | -5.4% | +0.1% | -5.5% | -5.9% |
| 3M | -4.1% | -15.3% | +11.2% | -1.8% |
| 6M | +0.7% | +5.5% | -4.8% | -1.8% |
| YTD | +8.7% | -8.0% | +16.6% | +7.9% |
| 1Y | +10.9% | +18.9% | -8.0% | +3.5% |
| 3Y | +75.0% | +135.5% | -60.5% | +35.1% |
| All | +67.6% | +43.3% | +24.3% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling