-4.6%
EXPE vs SM
+64.7%
-69.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.8% |
| 7D | -11.2% | -19.5% | +8.3% | -14.9% |
| 30D | -7.5% | -20.2% | +12.8% | -11.4% |
| 3M | -19.1% | -6.5% | -12.6% | -19.7% |
| 6M | +10.7% | +1.6% | +9.2% | +11.5% |
| YTD | -9.9% | +61.2% | -71.2% | -6.9% |
| 1Y | -4.6% | +65.4% | -70.0% | -1.1% |
| All | -4.6% | +64.7% | -69.4% | -1.1% |
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