+38.7%
EXPE vs SIMO
+226.2%
-187.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -1.5% |
| 7D | -9.5% | +4.2% | -13.8% | -9.5% |
| 30D | -6.6% | +4.1% | -10.7% | -6.5% |
| 3M | +31.4% | -12.9% | +44.3% | +31.8% |
| 6M | +35.2% | +110.3% | -75.2% | +25.6% |
| YTD | +5.8% | +178.6% | -172.8% | -6.3% |
| 1Y | +38.7% | +220.0% | -181.3% | +18.5% |
| All | +38.7% | +226.2% | -187.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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