+50.0%
EXPE vs SM
+70.4%
-20.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -15.3% | +25.8% | +7.3% |
| 7D | +14.6% | -21.5% | +36.1% | +9.9% |
| 30D | +21.4% | -11.4% | +32.8% | +18.8% |
| 3M | +1.4% | +0.6% | +0.7% | +2.0% |
| 6M | +28.6% | +0.2% | +28.4% | +30.2% |
| YTD | +12.1% | +69.7% | -57.5% | +14.1% |
| 1Y | +50.0% | +71.6% | -21.6% | +52.5% |
| All | +50.0% | +70.4% | -20.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling