+18.9%
EXPE vs SIMO
+67.0%
-48.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.0% | -4.6% |
| 7D | -9.3% | -22.0% | +12.7% | -10.5% |
| 30D | +0.1% | -43.0% | +43.2% | -2.3% |
| 3M | -15.3% | -39.1% | +23.8% | -16.9% |
| 6M | +5.5% | -33.3% | +38.8% | +2.5% |
| YTD | -8.0% | +77.0% | -84.9% | -19.0% |
| 1Y | +18.9% | +73.0% | -54.1% | +5.1% |
| All | +18.9% | +67.0% | -48.1% | +5.1% |
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