+200.4%
SE vs EXPE
+176.2%
+24.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -6.1% | -9.5% | +3.4% | -3.1% |
| 30D | -2.5% | -6.6% | +4.2% | -0.4% |
| 3M | +21.7% | +31.4% | -9.7% | +11.6% |
| 6M | +27.0% | +35.2% | -8.2% | +15.1% |
| YTD | -12.1% | +5.8% | -17.9% | -15.2% |
| 1Y | -40.9% | +38.7% | -79.6% | -48.1% |
| All | +200.4% | +176.2% | +24.2% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling