+804.0%
SPY vs EXPE
+727.3%
+76.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +0.1% | -13.3% | +13.4% | +2.9% |
| 30D | -3.3% | -5.5% | +2.2% | -2.6% |
| 3M | -2.4% | -16.5% | +14.0% | +0.6% |
| 6M | +2.6% | +13.1% | -10.5% | -1.7% |
| YTD | +11.2% | -8.0% | +19.2% | +10.1% |
| 1Y | +13.4% | +1.1% | +12.3% | +9.6% |
| 3Y | +79.9% | +131.2% | -51.3% | +39.1% |
| 5Y | +72.2% | +39.8% | +32.4% | +43.3% |
| 10Y | +307.3% | +118.5% | +188.9% | +178.7% |
| All | +804.0% | +727.3% | +76.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling