+156.4%
EXPE vs SRE
+124.1%
+32.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -8.7% | -0.7% | -8.0% | -8.4% |
| 30D | -13.6% | -1.7% | -11.9% | -13.1% |
| 3M | +26.6% | -7.1% | +33.7% | +30.6% |
| 6M | +19.9% | -8.4% | +28.3% | +23.7% |
| YTD | -1.7% | -3.5% | +1.8% | -1.9% |
| 1Y | +29.4% | +5.4% | +24.1% | +22.7% |
| 3Y | +155.7% | +29.5% | +126.1% | +106.7% |
| 5Y | +93.1% | +48.3% | +44.8% | +42.0% |
| All | +156.4% | +124.1% | +32.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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