+358.3%
SE vs EXPD
+269.3%
+89.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -3.5% |
| 30D | -22.3% | +0.3% | -22.6% | -22.6% |
| 3M | -41.8% | +6.1% | -47.9% | -44.0% |
| 6M | -22.4% | +27.4% | -49.7% | -33.2% |
| YTD | -41.6% | +32.0% | -73.6% | -51.9% |
| 1Y | -48.0% | +40.5% | -88.6% | -58.9% |
| 3Y | +63.9% | +75.7% | -11.8% | +6.8% |
| 5Y | -78.2% | +61.7% | -139.9% | -85.1% |
| All | +358.3% | +269.3% | +89.0% | +99.2% |
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