+828.4%
SPYM vs EXPD
+605.4%
+223.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +0.1% | +4.1% | -4.0% | -1.3% |
| 3M | +2.0% | +17.9% | -15.9% | -3.8% |
| 6M | +13.1% | +29.2% | -16.2% | +2.8% |
| YTD | +13.6% | +27.4% | -13.7% | +3.1% |
| 1Y | +20.1% | +56.8% | -36.8% | +0.8% |
| 3Y | +77.6% | +68.0% | +9.5% | +43.4% |
| 5Y | +82.5% | +61.9% | +20.7% | +47.0% |
| 10Y | +317.6% | +316.0% | +1.6% | +142.4% |
| All | +828.4% | +605.4% | +223.0% | +338.5% |
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