-78.9%
SE vs EXPD
+52.5%
-131.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.2% | -3.3% |
| 7D | -1.2% | -4.8% | +3.6% | +1.3% |
| 30D | -21.7% | -1.5% | -20.1% | -21.1% |
| 3M | -34.2% | +4.1% | -38.3% | -36.0% |
| 6M | -10.5% | +24.0% | -34.5% | -21.7% |
| YTD | -40.7% | +27.4% | -68.1% | -50.1% |
| 1Y | -52.1% | +38.4% | -90.4% | -61.9% |
| 3Y | +68.9% | +73.2% | -4.3% | +6.1% |
| 5Y | -78.9% | +59.9% | -138.7% | -87.2% |
| All | -78.9% | +52.5% | -131.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling