+130.4%
EXPE vs SBAC
+110.3%
+20.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -4.2% | -3.4% | -0.8% | -3.3% |
| 30D | -4.5% | +2.6% | -7.1% | -5.0% |
| 3M | -19.7% | +2.6% | -22.3% | -20.2% |
| 6M | +18.3% | -11.5% | +29.8% | +21.5% |
| YTD | -7.3% | -1.6% | -5.7% | -8.4% |
| 1Y | -3.9% | -5.1% | +1.2% | -4.0% |
| 3Y | +123.0% | -9.3% | +132.4% | +120.1% |
| 5Y | +47.9% | -41.0% | +88.9% | +64.0% |
| All | +130.4% | +110.3% | +20.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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