+104.9%
EXPE vs SBAC
-43.7%
+148.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -9.5% | -0.8% | -8.7% | -9.4% |
| 30D | -6.6% | +6.9% | -13.5% | -8.0% |
| 3M | +31.4% | -8.2% | +39.6% | +33.4% |
| 6M | +35.2% | -1.6% | +36.8% | +34.5% |
| YTD | +5.8% | -0.1% | +5.9% | +4.5% |
| 1Y | +38.7% | -0.5% | +39.1% | +36.9% |
| 3Y | +175.8% | -9.1% | +184.8% | +171.8% |
| All | +104.9% | -43.7% | +148.6% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling