+855.0%
EXPE vs SIMO
+3,432.3%
-2,577.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -3.3% |
| 7D | -9.5% | +4.2% | -13.8% | -10.3% |
| 30D | -6.6% | +4.1% | -10.7% | -8.2% |
| 3M | +31.4% | -12.9% | +44.3% | +30.3% |
| 6M | +35.2% | +110.3% | -75.2% | +8.7% |
| YTD | +5.8% | +178.6% | -172.8% | -20.8% |
| 1Y | +38.7% | +220.0% | -181.3% | +0.2% |
| 3Y | +175.8% | +409.0% | -233.3% | +76.2% |
| 5Y | +111.8% | +277.3% | -165.5% | +39.5% |
| 10Y | +179.7% | +506.6% | -326.9% | +57.0% |
| All | +855.0% | +3,432.3% | -2,577.3% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling