+855.0%
EXPE vs SRE
+685.2%
+169.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -9.5% | -0.3% | -9.2% | -9.5% |
| 30D | -6.6% | -0.7% | -5.9% | -6.4% |
| 3M | +31.4% | -6.3% | +37.7% | +35.5% |
| 6M | +35.2% | -10.7% | +45.8% | +42.1% |
| YTD | +5.8% | -3.5% | +9.3% | +5.7% |
| 1Y | +38.7% | +5.3% | +33.4% | +30.9% |
| 3Y | +175.8% | +31.8% | +144.0% | +117.3% |
| 5Y | +111.8% | +47.4% | +64.5% | +52.9% |
| 10Y | +179.7% | +120.6% | +59.2% | +50.4% |
| All | +855.0% | +685.2% | +169.8% | +117.0% |
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