+104.9%
EXPE vs SIMO
+269.6%
-164.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.7% |
| 7D | -9.5% | +4.2% | -13.8% | -10.0% |
| 30D | -6.6% | +4.1% | -10.7% | -7.6% |
| 3M | +31.4% | -12.9% | +44.3% | +31.0% |
| 6M | +35.2% | +110.3% | -75.2% | +10.8% |
| YTD | +5.8% | +178.6% | -172.8% | -20.0% |
| 1Y | +38.7% | +220.0% | -181.3% | +0.5% |
| 3Y | +175.8% | +409.0% | -233.3% | +71.7% |
| All | +104.9% | +269.6% | -164.7% | +39.1% |
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