-48.0%
SE vs EXPE
-2.3%
-45.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.0% | -4.3% |
| 7D | -7.7% | -17.8% | +10.0% | -2.5% |
| 30D | -22.8% | -3.2% | -19.6% | -22.6% |
| 3M | -43.7% | -19.0% | -24.8% | -40.5% |
| 6M | -12.8% | +17.7% | -30.5% | -18.3% |
| YTD | -42.0% | -7.8% | -34.2% | -43.8% |
| 1Y | -48.0% | -1.4% | -46.7% | -49.2% |
| All | -48.0% | -2.3% | -45.7% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling