+115.5%
EXPE vs SUI
+115.7%
-0.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.1% |
| 7D | -9.3% | +6.2% | -15.6% | -11.9% |
| 30D | +0.1% | +8.6% | -8.4% | -3.8% |
| 3M | -15.3% | +1.0% | -16.3% | -15.5% |
| 6M | +5.5% | -2.6% | +8.1% | +6.9% |
| YTD | -8.0% | -0.1% | -7.8% | -8.2% |
| 1Y | +18.9% | +0.5% | +18.4% | +18.4% |
| 3Y | +135.5% | +15.3% | +120.3% | +111.7% |
| 5Y | +44.3% | -26.1% | +70.4% | +62.8% |
| All | +115.5% | +115.7% | -0.2% | +78.3% |
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