+153.1%
EXPE vs SM
+12.3%
+140.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.5% | -8.4% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -11.5% | +31.5% | -43.0% | -15.0% |
| 3M | +21.7% | +17.3% | +4.4% | +17.8% |
| 6M | +10.4% | +48.5% | -38.1% | +2.3% |
| YTD | -2.5% | +106.3% | -108.8% | -14.3% |
| 1Y | +27.3% | +47.3% | -20.0% | +17.1% |
| 3Y | +153.5% | -1.4% | +154.9% | +141.7% |
| 5Y | +91.1% | +114.0% | -23.0% | +58.0% |
| 10Y | +153.1% | +12.5% | +140.6% | +52.4% |
| All | +153.1% | +12.3% | +140.8% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling