+589.4%
SE vs EXPD
+256.3%
+333.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -6.1% | -1.1% | -5.0% | -5.5% |
| 30D | -2.5% | +4.1% | -6.5% | -4.8% |
| 3M | +21.7% | +17.9% | +3.8% | +10.0% |
| 6M | +27.0% | +29.2% | -2.2% | +7.7% |
| YTD | -12.1% | +27.4% | -39.5% | -25.8% |
| 1Y | -40.9% | +56.8% | -97.7% | -56.6% |
| 3Y | +191.0% | +68.0% | +123.0% | +95.7% |
| 5Y | -68.3% | +61.9% | -130.1% | -78.3% |
| All | +589.4% | +256.3% | +333.0% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling