+127.7%
EXPE vs SM
+18.0%
+109.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +9.4% | -9.9% | -1.7% |
| 30D | -6.1% | -14.4% | +8.3% | -4.6% |
| 3M | -21.3% | +1.6% | -22.9% | -22.2% |
| 6M | +19.0% | +6.3% | +12.7% | +15.7% |
| YTD | -8.4% | +78.8% | -87.2% | -18.5% |
| 1Y | -2.8% | +83.1% | -85.9% | -13.9% |
| 3Y | +120.8% | -5.9% | +126.7% | +110.9% |
| 5Y | +46.2% | +4.8% | +41.4% | +32.7% |
| All | +127.7% | +18.0% | +109.6% | +35.5% |
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 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