+855.0%
EXPE vs SMTC
+705.1%
+149.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -4.4% |
| 7D | -9.5% | +12.7% | -22.3% | -12.9% |
| 30D | -6.6% | +22.0% | -28.6% | -14.0% |
| 3M | +31.4% | -12.7% | +44.1% | +29.3% |
| 6M | +35.2% | +64.8% | -29.6% | +4.5% |
| YTD | +5.8% | +100.7% | -94.9% | -24.1% |
| 1Y | +38.7% | +146.9% | -108.2% | -9.1% |
| 3Y | +175.8% | +456.8% | -281.0% | +5.8% |
| 5Y | +111.8% | +89.2% | +22.6% | +19.5% |
| 10Y | +179.7% | +426.9% | -247.1% | -10.2% |
| All | +855.0% | +705.1% | +149.9% | +93.7% |
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