+122.3%
EXPE vs SN
+441.3%
-319.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -17.8% | +3.5% | -21.3% | -18.8% |
| 30D | -3.2% | +19.4% | -22.7% | -8.8% |
| 3M | -19.0% | +20.9% | -39.9% | -24.3% |
| 6M | +17.7% | +111.1% | -93.4% | -9.2% |
| YTD | -7.8% | +102.8% | -110.6% | -28.5% |
| 1Y | -1.4% | +146.2% | -147.5% | -28.4% |
| All | +122.3% | +441.3% | -319.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling