+78.8%
SPYM vs EXPE
+124.3%
-45.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.3% | -4.2% | +7.5% | +3.9% |
| 30D | -2.6% | -4.5% | +1.9% | -2.2% |
| 3M | -1.7% | -19.7% | +18.0% | +1.0% |
| 6M | +3.1% | +18.3% | -15.2% | -0.6% |
| YTD | +12.0% | -7.3% | +19.3% | +11.5% |
| 1Y | +12.1% | -3.9% | +16.0% | +10.7% |
| All | +78.8% | +124.3% | -45.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling