+19.6%
SPYG vs EXPD
+56.9%
-37.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +0.3% | +1.2% | -0.8% | +0.2% |
| 30D | -1.7% | +5.2% | -6.9% | -2.0% |
| 3M | +3.6% | +13.2% | -9.6% | +2.8% |
| 6M | +16.6% | +30.3% | -13.7% | +14.6% |
| YTD | +13.4% | +27.0% | -13.7% | +12.1% |
| 1Y | +19.6% | +57.3% | -37.7% | +19.3% |
| All | +19.6% | +56.9% | -37.3% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling