+855.0%
EXPE vs SM
+42.6%
+812.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.3% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -6.6% | +26.3% | -32.9% | -10.5% |
| 3M | +31.4% | +8.7% | +22.7% | +28.0% |
| 6M | +35.2% | +51.7% | -16.5% | +23.1% |
| YTD | +5.8% | +99.0% | -93.2% | -8.6% |
| 1Y | +38.7% | +34.6% | +4.1% | +27.4% |
| 3Y | +175.8% | -7.8% | +183.5% | +163.6% |
| 5Y | +111.8% | +104.8% | +7.1% | +68.4% |
| 10Y | +179.7% | +7.2% | +172.5% | +71.5% |
| All | +855.0% | +42.6% | +812.4% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling