+314.7%
SPYM vs EXPD
+308.0%
+6.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -0.9% | +4.1% | -5.0% | -2.6% |
| 3M | +3.9% | +13.8% | -9.9% | -1.7% |
| 6M | +14.5% | +27.3% | -12.7% | +2.9% |
| YTD | +13.0% | +25.4% | -12.4% | +1.1% |
| 1Y | +19.4% | +54.4% | -34.9% | -3.3% |
| 3Y | +78.9% | +67.9% | +11.0% | +36.1% |
| 5Y | +82.3% | +59.2% | +23.2% | +38.6% |
| 10Y | +314.7% | +308.6% | +6.2% | +101.4% |
| All | +314.7% | +308.0% | +6.7% | +101.4% |
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