+384.1%
SPYG vs EXPD
+304.0%
+80.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -3.6% | -7.2% | +3.5% | -0.7% |
| 30D | -11.2% | -3.3% | -7.9% | -10.0% |
| 3M | -8.1% | +3.4% | -11.5% | -9.5% |
| 6M | -3.3% | +22.7% | -26.0% | -11.8% |
| YTD | +5.5% | +24.5% | -19.0% | -5.8% |
| 1Y | +7.0% | +38.6% | -31.7% | -9.2% |
| 3Y | +89.5% | +71.5% | +18.0% | +40.9% |
| 5Y | +63.3% | +56.2% | +7.0% | +24.3% |
| All | +384.1% | +304.0% | +80.1% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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