+372.3%
SE vs EXPE
+71.8%
+300.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | 0.0% | -11.2% | +11.2% | +4.0% |
| 30D | -19.4% | -7.5% | -11.9% | -17.8% |
| 3M | -33.1% | -19.1% | -14.0% | -28.8% |
| 6M | -11.4% | +10.7% | -22.2% | -16.1% |
| YTD | -39.8% | -9.9% | -29.9% | -39.5% |
| 1Y | -50.5% | -4.6% | -45.8% | -51.5% |
| 3Y | +68.9% | +116.8% | -47.9% | +14.9% |
| 5Y | -77.1% | +38.6% | -115.7% | -82.4% |
| All | +372.3% | +71.8% | +300.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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