+146.6%
EXPE vs SN
+490.7%
-344.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | -9.5% | -9.3% | -0.2% | -6.6% |
| 30D | -6.6% | -4.8% | -1.8% | -5.3% |
| 3M | +31.4% | +40.4% | -9.0% | +17.1% |
| 6M | +35.2% | +50.9% | -15.8% | +17.0% |
| YTD | +5.8% | +54.9% | -49.1% | -9.4% |
| 1Y | +38.7% | +43.0% | -4.4% | +21.1% |
| 3Y | +175.8% | +391.8% | -216.0% | +61.8% |
| All | +146.6% | +490.7% | -344.1% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling