+583.0%
EXPE vs SFM
+132.6%
+450.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.0% |
| 7D | -9.5% | -0.1% | -9.5% | -9.5% |
| 30D | -6.6% | -4.4% | -2.3% | -6.2% |
| 3M | +31.4% | +1.5% | +29.9% | +30.8% |
| 6M | +35.2% | +6.5% | +28.7% | +33.4% |
| YTD | +5.8% | +2.2% | +3.6% | +4.8% |
| 1Y | +38.7% | -41.9% | +80.6% | +45.7% |
| 3Y | +175.8% | +106.8% | +69.0% | +150.0% |
| 5Y | +111.8% | +231.6% | -119.7% | +79.5% |
| 10Y | +179.7% | +258.4% | -78.7% | +126.4% |
| All | +583.0% | +132.6% | +450.4% | +476.7% |
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 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