+118.5%
EXPE vs SBAC
+97.3%
+21.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.3% | +3.0% | -16.3% | -13.8% |
| 30D | -5.5% | +4.3% | -9.8% | -6.4% |
| 3M | -16.5% | +4.1% | -20.6% | -17.3% |
| 6M | +13.1% | -11.6% | +24.7% | +16.2% |
| YTD | -8.0% | +0.4% | -8.4% | -9.5% |
| 1Y | +1.1% | -1.1% | +2.2% | -0.2% |
| 3Y | +131.2% | -7.3% | +138.4% | +126.8% |
| 5Y | +39.8% | -40.8% | +80.5% | +55.0% |
| 10Y | +118.5% | +103.0% | +15.5% | +88.7% |
| All | +118.5% | +97.3% | +21.2% | +88.7% |
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