+153.1%
EXPE vs SFM
+293.3%
-140.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.5% | -1.4% | -7.2% |
| 7D | -9.8% | -5.8% | -3.9% | -9.2% |
| 30D | -11.5% | -11.4% | -0.1% | -10.5% |
| 3M | +21.7% | -12.2% | +33.9% | +23.0% |
| 6M | +10.4% | -5.2% | +15.5% | +10.5% |
| YTD | -2.5% | -4.5% | +1.9% | -2.6% |
| 1Y | +27.3% | -45.4% | +72.7% | +33.7% |
| 3Y | +153.5% | +91.1% | +62.4% | +137.7% |
| 5Y | +91.1% | +226.8% | -135.7% | +70.0% |
| 10Y | +153.1% | +291.9% | -138.8% | +129.7% |
| All | +153.1% | +293.3% | -140.2% | +129.7% |
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