+91.0%
SPYG vs EXPD
+75.3%
+15.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.3% | +5.5% | -3.2% | +1.2% |
| 30D | -6.5% | -0.8% | -5.6% | -6.3% |
| 3M | -6.8% | +4.1% | -11.0% | -7.7% |
| 6M | -3.1% | +25.7% | -28.8% | -7.8% |
| YTD | +8.0% | +31.4% | -23.4% | +1.1% |
| 1Y | +10.2% | +42.2% | -32.0% | +1.0% |
| 3Y | +91.0% | +77.2% | +13.8% | +60.9% |
| All | +91.0% | +75.3% | +15.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling