+118.5%
EXPE vs SFM
+146.8%
-28.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -13.3% | -10.2% | -3.1% | -12.2% |
| 30D | -5.5% | -23.9% | +18.4% | -3.0% |
| 3M | -16.5% | -42.3% | +25.8% | -11.8% |
| 6M | +13.1% | -40.1% | +53.2% | +18.6% |
| YTD | -8.0% | -37.8% | +29.8% | -4.2% |
| 1Y | +1.1% | -37.1% | +38.2% | +5.1% |
| 3Y | +131.2% | +21.5% | +109.6% | +125.1% |
| 5Y | +39.8% | +103.8% | -64.0% | +28.7% |
| 10Y | +118.5% | +142.0% | -23.5% | +95.0% |
| All | +118.5% | +146.8% | -28.3% | +95.0% |
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