+379.5%
SE vs EXPD
+257.8%
+121.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.5% |
| 7D | +3.3% | -5.5% | +8.8% | +6.4% |
| 30D | -18.2% | -1.9% | -16.3% | -17.4% |
| 3M | -31.3% | +6.1% | -37.4% | -33.9% |
| 6M | -10.1% | +21.6% | -31.7% | -20.5% |
| YTD | -38.9% | +27.9% | -66.8% | -48.7% |
| 1Y | -48.0% | +39.4% | -87.4% | -58.7% |
| 3Y | +78.8% | +72.7% | +6.1% | +17.5% |
| 5Y | -77.1% | +60.3% | -137.4% | -84.3% |
| All | +379.5% | +257.8% | +121.6% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling