+736.5%
EXPE vs SRE
+644.1%
+92.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | -4.2% | -1.1% | -3.1% | -3.6% |
| 30D | -4.5% | -4.1% | -0.4% | -2.1% |
| 3M | -19.7% | -7.3% | -12.4% | -16.3% |
| 6M | +18.3% | -14.1% | +32.4% | +28.1% |
| YTD | -7.3% | -8.5% | +1.2% | -4.5% |
| 1Y | -3.9% | -12.0% | +8.1% | +1.3% |
| 3Y | +123.0% | +23.4% | +99.7% | +83.2% |
| 5Y | +47.9% | +51.3% | -3.4% | +5.0% |
| 10Y | +126.5% | +126.3% | +0.2% | +19.8% |
| All | +736.5% | +644.1% | +92.4% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling