+713.2%
EXPE vs SMTC
+517.8%
+195.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.4% |
| 7D | -11.2% | -10.9% | -0.3% | -9.4% |
| 30D | -7.5% | -39.4% | +31.9% | +3.4% |
| 3M | -19.1% | -13.5% | -5.5% | -21.1% |
| 6M | +10.7% | -6.8% | +17.6% | -0.7% |
| YTD | -9.9% | +54.0% | -63.9% | -33.6% |
| 1Y | -4.6% | +50.8% | -55.4% | -29.7% |
| 3Y | +116.8% | +677.3% | -560.5% | -31.5% |
| 5Y | +38.6% | +28.7% | +9.8% | -15.2% |
| 10Y | +115.9% | +339.9% | -224.0% | -31.2% |
| All | +713.2% | +517.8% | +195.4% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling