+494.1%
EXPE vs SFM
+40.3%
+453.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | 0.0% | -4.3% |
| 7D | -9.3% | -1.2% | -8.1% | -9.0% |
| 30D | +0.1% | -24.8% | +24.9% | +3.2% |
| 3M | -15.3% | -43.7% | +28.4% | -9.9% |
| 6M | +5.5% | -37.3% | +42.7% | +10.5% |
| YTD | -8.0% | -38.4% | +30.4% | -3.7% |
| 1Y | +18.9% | -36.9% | +55.8% | +24.1% |
| 3Y | +135.5% | +20.7% | +114.9% | +126.4% |
| 5Y | +44.3% | +103.5% | -59.2% | +29.0% |
| 10Y | +117.7% | +139.7% | -22.0% | +83.9% |
| All | +494.1% | +40.3% | +453.8% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling