+27.3%
EXPE vs SM
+46.7%
-19.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.5% | -7.3% |
| 7D | -9.8% | -0.2% | -9.6% | -9.7% |
| 30D | -11.5% | +31.5% | -43.0% | -7.7% |
| 3M | +21.7% | +17.3% | +4.4% | +25.9% |
| 6M | +10.4% | +48.5% | -38.1% | +14.2% |
| YTD | -2.5% | +106.3% | -108.8% | +1.4% |
| 1Y | +27.3% | +47.3% | -20.0% | +31.7% |
| All | +27.3% | +46.7% | -19.4% | +31.7% |
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