+50.0%
EXPE vs SN
+156.5%
-106.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.4% | +8.9% |
| 7D | +14.6% | +10.6% | +4.0% | +10.3% |
| 30D | +21.4% | +20.0% | +1.4% | +13.3% |
| 3M | +1.4% | +30.4% | -29.0% | -8.9% |
| 6M | +28.6% | +91.0% | -62.4% | -0.6% |
| YTD | +12.1% | +95.9% | -83.8% | -15.2% |
| 1Y | +50.0% | +158.9% | -108.9% | -2.6% |
| All | +50.0% | +156.5% | -106.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling