+47.3%
EXPE vs SIMO
+170.3%
-123.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.7% |
| 7D | -0.5% | +4.1% | -4.6% | -0.9% |
| 30D | -6.1% | -24.0% | +17.9% | -4.3% |
| 3M | -21.3% | -31.8% | +10.5% | -19.7% |
| 6M | +19.0% | -36.9% | +55.9% | +19.5% |
| YTD | -8.4% | +84.8% | -93.2% | -28.9% |
| 1Y | -2.8% | +99.0% | -101.8% | -25.9% |
| 3Y | +120.8% | +217.9% | -97.2% | +43.2% |
| All | +47.3% | +170.3% | -123.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling