+178.4%
EXPE vs SITM
+3,319.5%
-3,141.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.3% |
| 7D | -0.5% | +6.6% | -7.1% | -1.6% |
| 30D | -6.1% | -15.3% | +9.2% | -4.6% |
| 3M | -21.3% | -35.4% | +14.1% | -17.2% |
| 6M | +19.0% | -46.8% | +65.8% | +26.5% |
| YTD | -8.4% | +25.9% | -34.3% | -20.5% |
| 1Y | -2.8% | +54.0% | -56.8% | -19.3% |
| 3Y | +120.8% | +315.6% | -194.8% | +34.1% |
| 5Y | +46.2% | +74.4% | -28.2% | -3.6% |
| All | +178.4% | +3,319.5% | -3,141.2% | -6.2% |
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