-48.8%
SE vs EXPD
+53.8%
-102.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.7% | +4.7% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | -17.2% | +1.8% | -19.0% | -17.4% |
| 3M | -28.0% | +8.9% | -37.0% | -28.6% |
| 6M | -6.1% | +42.2% | -48.3% | -11.3% |
| YTD | -37.1% | +33.4% | -70.5% | -41.8% |
| 1Y | -48.8% | +47.2% | -95.9% | -56.5% |
| All | -48.8% | +53.8% | -102.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling