+82.3%
SPYM vs EXPE
+89.3%
-7.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | -11.5% | +11.2% | +1.8% |
| 30D | -1.4% | -13.1% | +11.7% | +1.0% |
| 3M | +3.7% | +18.1% | -14.4% | -0.2% |
| 6M | +13.0% | +13.3% | -0.2% | +9.2% |
| YTD | +12.5% | -3.2% | +15.7% | +11.3% |
| 1Y | +18.6% | +26.1% | -7.5% | +10.2% |
| 3Y | +78.0% | +151.7% | -73.7% | +38.1% |
| 5Y | +82.3% | +88.3% | -6.0% | +43.9% |
| All | +82.3% | +89.3% | -7.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling