+135.5%
EXPE vs SFM
+18.5%
+117.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | 0.0% | -4.2% |
| 7D | -9.3% | -1.2% | -8.1% | -8.9% |
| 30D | +0.1% | -24.8% | +24.9% | +3.5% |
| 3M | -15.3% | -43.7% | +28.4% | -9.4% |
| 6M | +5.5% | -37.3% | +42.7% | +11.0% |
| YTD | -8.0% | -38.4% | +30.4% | -3.1% |
| 1Y | +18.9% | -36.9% | +55.8% | +24.7% |
| 3Y | +135.5% | +20.7% | +114.9% | +154.0% |
| All | +135.5% | +18.5% | +117.0% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling