+726.6%
EXPE vs SIRI
-39.6%
+766.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -6.1% | +21.1% | -27.2% | -9.3% |
| 3M | -21.3% | +14.7% | -36.0% | -23.3% |
| 6M | +19.0% | +22.9% | -3.9% | +14.5% |
| YTD | -8.4% | +65.7% | -74.2% | -17.0% |
| 1Y | -2.8% | +53.5% | -56.3% | -10.6% |
| 3Y | +120.8% | -23.0% | +143.8% | +123.0% |
| 5Y | +46.2% | -41.5% | +87.7% | +50.5% |
| 10Y | +123.8% | -7.4% | +131.3% | +114.7% |
| All | +726.6% | -39.6% | +766.2% | +657.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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