+788.7%
SPYM vs EXPD
+589.7%
+199.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -2.7% | -7.2% | +4.5% | -0.2% |
| 30D | -5.4% | -3.3% | -2.1% | -4.3% |
| 3M | -4.1% | +3.4% | -7.5% | -5.3% |
| 6M | +0.8% | +22.7% | -21.9% | -6.5% |
| YTD | +8.8% | +24.5% | -15.8% | -0.7% |
| 1Y | +11.0% | +38.6% | -27.7% | -2.5% |
| 3Y | +75.5% | +71.5% | +4.0% | +40.5% |
| 5Y | +68.4% | +56.2% | +12.2% | +37.4% |
| 10Y | +316.1% | +310.5% | +5.6% | +142.4% |
| All | +788.7% | +589.7% | +199.0% | +322.4% |
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 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