+773.1%
EXPE vs SUI
+1,040.2%
-267.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.7% | -14.4% | -14.1% |
| 7D | -3.6% | +8.8% | -12.4% | -7.3% |
| 30D | +4.8% | +8.9% | -4.2% | +0.8% |
| 3M | -14.6% | +2.0% | -16.7% | -15.2% |
| 6M | +10.0% | -0.6% | +10.6% | +10.4% |
| YTD | -3.3% | +1.3% | -4.6% | -4.1% |
| 1Y | +28.4% | +1.3% | +27.1% | +27.4% |
| 3Y | +145.1% | +16.3% | +128.8% | +122.1% |
| 5Y | +51.6% | -25.1% | +76.7% | +67.4% |
| 10Y | +128.8% | +121.1% | +7.8% | +49.5% |
| All | +773.1% | +1,040.2% | -267.0% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling