+118.5%
EXPE vs SIMO
+434.7%
-316.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.9% |
| 7D | -13.3% | -8.5% | -4.9% | -12.4% |
| 30D | -5.5% | -34.8% | +29.3% | -0.3% |
| 3M | -16.5% | -32.8% | +16.4% | -13.6% |
| 6M | +13.1% | -32.0% | +45.1% | +12.8% |
| YTD | -8.0% | +87.0% | -95.0% | -30.0% |
| 1Y | +1.1% | +86.1% | -85.0% | -23.1% |
| 3Y | +131.2% | +226.4% | -95.3% | +46.8% |
| 5Y | +39.8% | +172.1% | -132.4% | -10.7% |
| 10Y | +118.5% | +408.0% | -289.6% | +11.4% |
| All | +118.5% | +434.7% | -316.2% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling