+265.7%
SU vs EXPD
+324.8%
-59.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | +9.6% | +6.8% | +2.8% | +6.7% |
| 3M | +11.7% | +14.9% | -3.2% | +5.3% |
| 6M | +21.9% | +34.6% | -12.7% | +7.3% |
| YTD | +58.6% | +27.7% | +30.9% | +41.2% |
| 1Y | +66.5% | +57.7% | +8.9% | +34.3% |
| 3Y | +121.4% | +70.9% | +50.5% | +68.1% |
| 5Y | +355.7% | +59.5% | +296.2% | +247.3% |
| All | +265.7% | +324.8% | -59.1% | +80.8% |
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