+114.4%
EXPE vs SN
+681.9%
-567.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -1.0% |
| 7D | -13.3% | +7.6% | -21.0% | -15.4% |
| 30D | -5.5% | +24.1% | -29.6% | -11.9% |
| 3M | -16.5% | +23.7% | -40.2% | -22.3% |
| 6M | +13.1% | +105.5% | -92.4% | -11.2% |
| YTD | -8.0% | +105.1% | -113.1% | -28.3% |
| 1Y | +1.1% | +148.3% | -147.2% | -25.9% |
| 3Y | +131.2% | +438.7% | -307.5% | +29.7% |
| All | +114.4% | +681.9% | -567.5% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling