-48.0%
SE vs EXPD
+41.2%
-89.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -1.5% | +3.6% | -5.1% | -1.8% |
| 30D | -22.3% | +0.3% | -22.6% | -22.4% |
| 3M | -41.8% | +6.1% | -47.9% | -42.1% |
| 6M | -22.4% | +27.4% | -49.7% | -24.6% |
| YTD | -41.6% | +32.0% | -73.6% | -45.1% |
| 1Y | -48.0% | +40.5% | -88.6% | -53.1% |
| All | -48.0% | +41.2% | -89.2% | -53.1% |
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