+153.5%
EXPE vs SMTC
+556.3%
-402.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +10.0% | -17.8% | -8.7% |
| 7D | -9.8% | +22.9% | -32.7% | -11.5% |
| 30D | -11.5% | +16.6% | -28.1% | -13.2% |
| 3M | +21.7% | +2.4% | +19.3% | +20.0% |
| 6M | +10.4% | +98.3% | -87.9% | -2.0% |
| YTD | -2.5% | +120.7% | -123.2% | -15.3% |
| 1Y | +27.3% | +168.3% | -140.9% | +6.8% |
| 3Y | +153.5% | +571.7% | -418.2% | +57.2% |
| All | +153.5% | +556.3% | -402.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling