+156.4%
EXPE vs SMTC
+516.8%
-360.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.2% |
| 7D | -8.7% | +17.5% | -26.2% | -12.3% |
| 30D | -13.6% | +21.3% | -34.9% | -18.6% |
| 3M | +26.6% | +3.1% | +23.5% | +20.6% |
| 6M | +19.9% | +81.7% | -61.8% | -4.2% |
| YTD | -1.7% | +115.9% | -117.7% | -25.8% |
| 1Y | +29.4% | +157.8% | -128.4% | -8.4% |
| 3Y | +155.7% | +557.3% | -401.6% | +10.0% |
| 5Y | +93.1% | +114.7% | -21.6% | +21.1% |
| All | +156.4% | +516.8% | -360.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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