+89.5%
SPYG vs EXPD
+68.8%
+20.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -3.6% | -7.2% | +3.5% | -2.2% |
| 30D | -11.2% | -3.3% | -7.9% | -10.6% |
| 3M | -8.1% | +3.4% | -11.5% | -8.7% |
| 6M | -3.3% | +22.7% | -26.0% | -7.5% |
| YTD | +5.5% | +24.5% | -19.0% | -0.1% |
| 1Y | +7.0% | +38.6% | -31.7% | -1.6% |
| 3Y | +89.5% | +71.5% | +18.0% | +61.1% |
| All | +89.5% | +68.8% | +20.7% | +61.1% |
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 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