+713.2%
EXPE vs SBAC
+1,290.6%
-577.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.3% |
| 7D | -11.2% | +3.6% | -14.8% | -12.3% |
| 30D | -7.5% | +4.9% | -12.4% | -9.1% |
| 3M | -19.1% | +6.5% | -25.5% | -21.2% |
| 6M | +10.7% | -11.1% | +21.9% | +15.3% |
| YTD | -9.9% | +0.9% | -10.8% | -12.8% |
| 1Y | -4.6% | -1.6% | -3.1% | -6.8% |
| 3Y | +116.8% | -7.0% | +123.8% | +109.2% |
| 5Y | +38.6% | -39.2% | +77.8% | +57.3% |
| 10Y | +115.9% | +111.4% | +4.5% | +26.3% |
| All | +713.2% | +1,290.6% | -577.5% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling