-2.6%
EXPE vs SFM
-37.1%
+34.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -13.3% | -10.2% | -3.1% | -11.7% |
| 30D | -5.5% | -23.9% | +18.4% | -2.4% |
| 3M | -16.5% | -42.3% | +25.8% | -11.0% |
| 6M | +13.1% | -40.1% | +53.2% | +19.8% |
| YTD | -8.0% | -37.8% | +29.8% | -1.3% |
| All | -2.6% | -37.1% | +34.5% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling