+160.0%
EXPE vs SU
+267.2%
-107.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -5.8% | +2.2% | -8.0% | -6.6% |
| 30D | -13.6% | +8.4% | -22.1% | -16.5% |
| 3M | +25.2% | +12.1% | +13.1% | +18.5% |
| 6M | +22.3% | +19.7% | +2.7% | +11.3% |
| YTD | -0.3% | +58.4% | -58.7% | -19.8% |
| 1Y | +27.8% | +67.2% | -39.4% | +0.3% |
| 3Y | +162.4% | +125.0% | +37.4% | +76.1% |
| 5Y | +95.8% | +355.1% | -259.2% | -11.8% |
| All | +160.0% | +267.2% | -107.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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