+358.3%
SE vs EXPE
+76.7%
+281.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.5% | -4.2% | +2.7% | 0.0% |
| 30D | -22.3% | -4.5% | -17.8% | -21.7% |
| 3M | -41.8% | -19.7% | -22.1% | -38.0% |
| 6M | -22.4% | +18.3% | -40.7% | -28.2% |
| YTD | -41.6% | -7.3% | -34.3% | -41.9% |
| 1Y | -48.0% | -3.9% | -44.1% | -49.3% |
| 3Y | +63.9% | +123.0% | -59.2% | +10.3% |
| 5Y | -78.2% | +47.9% | -126.1% | -83.5% |
| All | +358.3% | +76.7% | +281.6% | +185.9% |
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