+410.8%
SPYG vs EXPD
+308.0%
+102.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | -1.6% | +4.1% | -5.6% | -3.2% |
| 3M | +3.4% | +13.8% | -10.4% | -2.4% |
| 6M | +18.9% | +27.3% | -8.4% | +6.4% |
| YTD | +13.8% | +25.4% | -11.6% | +1.4% |
| 1Y | +20.6% | +54.4% | -33.8% | -3.1% |
| 3Y | +100.5% | +67.9% | +32.6% | +50.9% |
| 5Y | +84.6% | +59.2% | +25.4% | +39.0% |
| 10Y | +410.8% | +308.6% | +102.3% | +149.8% |
| All | +410.8% | +308.0% | +102.8% | +149.8% |
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