+713.2%
EXPE vs SRE
+638.4%
+74.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -11.2% | -8.2% | -3.0% | -6.6% |
| 30D | -7.5% | -3.6% | -3.8% | -5.4% |
| 3M | -19.1% | -6.3% | -12.8% | -16.2% |
| 6M | +10.7% | -13.0% | +23.8% | +19.0% |
| YTD | -9.9% | -9.2% | -0.7% | -6.7% |
| 1Y | -4.6% | -13.1% | +8.5% | +1.2% |
| 3Y | +116.8% | +22.4% | +94.4% | +78.9% |
| 5Y | +38.6% | +47.1% | -8.6% | +0.1% |
| 10Y | +115.9% | +121.0% | -5.1% | +15.9% |
| All | +713.2% | +638.4% | +74.7% | +91.4% |
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 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