+88.3%
EXPE vs SITM
+164.5%
-76.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -11.5% | +3.7% | -15.2% | -12.1% |
| 30D | -13.1% | -14.5% | +1.4% | -11.2% |
| 3M | +18.1% | -10.6% | +28.7% | +17.0% |
| 6M | +13.3% | +65.5% | -52.3% | -3.5% |
| YTD | -3.2% | +67.0% | -70.2% | -19.1% |
| 1Y | +26.1% | +138.6% | -112.5% | -4.5% |
| 3Y | +151.7% | +421.8% | -270.1% | +43.2% |
| 5Y | +88.3% | +172.4% | -84.1% | +12.0% |
| All | +88.3% | +164.5% | -76.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling