+730.7%
EXPE vs SM
+17.1%
+713.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.0% |
| 7D | -9.3% | -25.9% | +16.6% | -5.2% |
| 30D | +0.1% | -15.1% | +15.3% | +2.3% |
| 3M | -15.3% | +4.9% | -20.2% | -17.0% |
| 6M | +5.5% | +6.1% | -0.7% | +1.9% |
| YTD | -8.0% | +63.4% | -71.4% | -18.6% |
| 1Y | +18.9% | +72.5% | -53.6% | +4.0% |
| 3Y | +135.5% | -16.9% | +152.4% | +127.8% |
| 5Y | +44.3% | -10.6% | +54.9% | +31.6% |
| 10Y | +117.7% | +11.3% | +106.4% | +31.0% |
| All | +730.7% | +17.1% | +713.6% | +212.8% |
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