+130.4%
EXPE vs SUI
+120.9%
+9.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -4.2% | -3.8% | -0.4% | -2.2% |
| 30D | -4.5% | +3.9% | -8.5% | -6.2% |
| 3M | -19.7% | +0.2% | -19.9% | -19.5% |
| 6M | +18.3% | -4.2% | +22.5% | +20.9% |
| YTD | -7.3% | -2.5% | -4.8% | -6.4% |
| 1Y | -3.9% | -4.0% | +0.1% | -2.1% |
| 3Y | +123.0% | +16.5% | +106.5% | +99.1% |
| 5Y | +47.9% | -27.2% | +75.1% | +68.2% |
| All | +130.4% | +120.9% | +9.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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