+732.4%
EXPE vs SGI
+1,059.5%
-327.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | -17.8% | -10.5% | -7.3% | -14.9% |
| 30D | -3.2% | +0.1% | -3.4% | -3.0% |
| 3M | -19.0% | -4.0% | -15.0% | -17.9% |
| 6M | +17.7% | -5.6% | +23.4% | +19.6% |
| YTD | -7.8% | -29.5% | +21.7% | +1.5% |
| 1Y | -1.4% | -31.5% | +30.2% | +9.6% |
| 3Y | +121.9% | +71.6% | +50.3% | +87.4% |
| 5Y | +44.3% | +50.5% | -6.3% | +23.4% |
| 10Y | +125.4% | +333.9% | -208.5% | +32.2% |
| All | +732.4% | +1,059.5% | -327.1% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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