+198.8%
EXPE vs SITM
+4,532.8%
-4,334.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -8.7% | +4.8% | -13.5% | -9.4% |
| 30D | -13.6% | -9.7% | -3.9% | -12.6% |
| 3M | +26.6% | -9.3% | +36.0% | +25.1% |
| 6M | +19.9% | +69.5% | -49.6% | +2.4% |
| YTD | -1.7% | +70.5% | -72.2% | -17.5% |
| 1Y | +29.4% | +145.3% | -115.8% | -1.0% |
| 3Y | +155.7% | +432.8% | -277.1% | +51.7% |
| 5Y | +93.1% | +174.0% | -80.9% | +18.7% |
| All | +198.8% | +4,532.8% | -4,334.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling