+597.0%
SE vs EXPE
+85.9%
+511.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.9% | +9.0% | +4.0% |
| 7D | +0.6% | -9.8% | +10.4% | +4.2% |
| 30D | -0.1% | -11.5% | +11.4% | +4.1% |
| 3M | +34.1% | +21.7% | +12.4% | +24.2% |
| 6M | +23.2% | +10.4% | +12.8% | +17.7% |
| YTD | -11.2% | -2.5% | -8.6% | -12.2% |
| 1Y | -40.5% | +27.3% | -67.9% | -47.6% |
| 3Y | +196.3% | +153.5% | +42.8% | +91.6% |
| 5Y | -67.0% | +91.1% | -158.1% | -76.6% |
| All | +597.0% | +85.9% | +511.1% | +332.1% |
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