-2.8%
EXPE vs SRE
-11.2%
+8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -0.5% | +1.8% | -2.2% | -0.4% |
| 30D | -6.1% | -3.0% | -3.1% | -6.4% |
| 3M | -21.3% | -7.3% | -14.1% | -22.5% |
| 6M | +19.0% | -11.9% | +30.9% | +15.3% |
| YTD | -8.4% | -7.9% | -0.6% | -11.5% |
| 1Y | -2.8% | -11.1% | +8.4% | -5.2% |
| All | -2.8% | -11.2% | +8.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling