+127.7%
EXPE vs SFM
+140.2%
-12.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.5% | +6.0% | -6.5% | -1.2% |
| 30D | -6.1% | -19.5% | +13.4% | -4.2% |
| 3M | -21.3% | -37.0% | +15.7% | -17.6% |
| 6M | +19.0% | -41.0% | +60.0% | +25.0% |
| YTD | -8.4% | -34.6% | +26.2% | -5.1% |
| 1Y | -2.8% | -36.3% | +33.5% | +0.9% |
| 3Y | +120.8% | +24.5% | +96.2% | +114.0% |
| 5Y | +46.2% | +115.9% | -69.7% | +33.4% |
| All | +127.7% | +140.2% | -12.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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