+114.5%
EXPE vs SN
+659.6%
-545.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.5% | -5.8% |
| 7D | -9.3% | +7.2% | -16.5% | -11.3% |
| 30D | +0.1% | +20.4% | -20.2% | -5.7% |
| 3M | -15.3% | +23.9% | -39.2% | -21.3% |
| 6M | +5.5% | +93.0% | -87.6% | -15.5% |
| YTD | -8.0% | +99.2% | -107.2% | -27.5% |
| 1Y | +18.9% | +142.6% | -123.7% | -12.2% |
| 3Y | +135.5% | +398.8% | -263.3% | +35.4% |
| All | +114.5% | +659.6% | -545.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling