+524.9%
SPYG vs EXPD
+2,064.5%
-1,539.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.9% | -7.4% | +5.5% | +0.9% |
| 30D | -9.2% | -2.1% | -7.1% | -8.5% |
| 3M | -6.8% | +5.7% | -12.5% | -8.9% |
| 6M | -2.6% | +21.4% | -23.9% | -9.8% |
| YTD | +7.5% | +27.6% | -20.1% | -3.5% |
| 1Y | +6.7% | +36.1% | -29.4% | -6.6% |
| 3Y | +90.1% | +69.9% | +20.2% | +49.9% |
| 5Y | +69.2% | +59.7% | +9.5% | +34.9% |
| 10Y | +391.9% | +323.0% | +68.8% | +169.2% |
| All | +524.9% | +2,064.5% | -1,539.7% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling