+115.9%
EXPE vs SM
+4.2%
+111.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -11.2% | -19.5% | +8.3% | -8.9% |
| 30D | -7.5% | -20.2% | +12.8% | -5.1% |
| 3M | -19.1% | -6.5% | -12.6% | -19.1% |
| 6M | +10.7% | +1.6% | +9.2% | +8.2% |
| YTD | -9.9% | +61.2% | -71.2% | -18.7% |
| 1Y | -4.6% | +65.4% | -70.0% | -14.4% |
| 3Y | +116.8% | -13.0% | +129.8% | +109.3% |
| 5Y | +38.6% | -4.3% | +42.8% | +27.3% |
| 10Y | +115.9% | +3.0% | +112.8% | +30.3% |
| All | +115.9% | +4.2% | +111.7% | +30.3% |
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