+855.0%
EXPE vs SBAC
+1,276.1%
-421.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -9.5% | -0.8% | -8.7% | -9.3% |
| 30D | -6.6% | +6.9% | -13.5% | -9.2% |
| 3M | +31.4% | -8.2% | +39.6% | +35.4% |
| 6M | +35.2% | -1.6% | +36.8% | +33.1% |
| YTD | +5.8% | -0.1% | +5.9% | +2.9% |
| 1Y | +38.7% | -0.5% | +39.1% | +34.8% |
| 3Y | +175.8% | -9.1% | +184.8% | +168.8% |
| 5Y | +111.8% | -43.8% | +155.6% | +148.2% |
| 10Y | +179.7% | +80.5% | +99.2% | +76.5% |
| All | +855.0% | +1,276.1% | -421.1% | +132.3% |
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 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