+799.9%
EXPE vs SNY
+128.6%
+671.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -5.8% | -3.3% | -2.5% | -4.1% |
| 30D | -13.6% | -2.2% | -11.5% | -12.6% |
| 3M | +25.2% | -3.0% | +28.2% | +27.1% |
| 6M | +22.3% | +2.7% | +19.6% | +20.4% |
| YTD | -0.3% | -6.8% | +6.5% | +2.7% |
| 1Y | +27.8% | -5.3% | +33.1% | +30.2% |
| 3Y | +162.4% | -9.8% | +172.2% | +161.0% |
| 5Y | +95.8% | +9.7% | +86.2% | +69.6% |
| 10Y | +165.8% | +64.5% | +101.3% | +76.7% |
| All | +799.9% | +128.6% | +671.2% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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