+313.9%
SPYM vs EXPD
+337.7%
-23.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.1% |
| 7D | -0.9% | -1.6% | +0.6% | -0.3% |
| 30D | -2.4% | +0.6% | -3.0% | -2.7% |
| 3M | -1.1% | +9.8% | -10.9% | -5.1% |
| 6M | +3.3% | +25.8% | -22.4% | -6.5% |
| YTD | +12.4% | +31.3% | -18.9% | -1.5% |
| 1Y | +12.5% | +40.9% | -28.4% | -4.5% |
| 3Y | +79.1% | +74.7% | +4.4% | +34.0% |
| 5Y | +75.7% | +62.9% | +12.8% | +32.8% |
| 10Y | +313.9% | +334.3% | -20.5% | +99.6% |
| All | +313.9% | +337.7% | -23.9% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling