+221.6%
EXPE vs SITM
+4,608.4%
-4,386.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -2.8% |
| 7D | -9.5% | +9.7% | -19.3% | -11.0% |
| 30D | -6.6% | +12.7% | -19.3% | -10.0% |
| 3M | +31.4% | -13.4% | +44.8% | +30.6% |
| 6M | +35.2% | +59.6% | -24.4% | +16.3% |
| YTD | +5.8% | +73.3% | -67.5% | -11.4% |
| 1Y | +38.7% | +165.5% | -126.9% | +4.3% |
| 3Y | +175.8% | +368.7% | -192.9% | +68.2% |
| 5Y | +111.8% | +172.5% | -60.7% | +30.3% |
| All | +221.6% | +4,608.4% | -4,386.8% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling