+125.4%
EXPE vs SMTC
+382.5%
-257.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -8.0% | +0.3% |
| 7D | -17.8% | +12.9% | -30.6% | -20.0% |
| 30D | -3.2% | -25.6% | +22.4% | +0.8% |
| 3M | -19.0% | -4.5% | -14.4% | -22.1% |
| 6M | +17.7% | -8.3% | +26.0% | +9.7% |
| YTD | -7.8% | +69.9% | -77.7% | -29.0% |
| 1Y | -1.4% | +73.9% | -75.3% | -25.0% |
| 3Y | +121.9% | +757.7% | -635.7% | -17.9% |
| 5Y | +44.3% | +38.7% | +5.5% | -0.1% |
| 10Y | +125.4% | +376.1% | -250.7% | +5.3% |
| All | +125.4% | +382.5% | -257.1% | +5.3% |
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