+564.9%
SPYG vs EXPD
+2,060.1%
-1,495.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -0.4% | +4.1% | -4.5% | -2.0% |
| 3M | +0.5% | +17.9% | -17.4% | -5.7% |
| 6M | +17.5% | +29.2% | -11.8% | +5.9% |
| YTD | +14.3% | +27.4% | -13.0% | +2.9% |
| 1Y | +21.7% | +56.8% | -35.1% | +0.5% |
| 3Y | +98.6% | +68.0% | +30.6% | +57.4% |
| 5Y | +85.1% | +61.9% | +23.2% | +46.7% |
| 10Y | +412.0% | +316.0% | +96.0% | +182.1% |
| All | +564.9% | +2,060.1% | -1,495.2% | +87.3% |
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 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