+70.3%
SE vs EXPE
+131.0%
-60.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.5% |
| 7D | +2.0% | -9.3% | +11.3% | +4.6% |
| 30D | -20.0% | +0.1% | -20.1% | -20.6% |
| 3M | -31.8% | -15.3% | -16.5% | -29.1% |
| 6M | -15.9% | +5.5% | -21.3% | -18.4% |
| YTD | -40.6% | -8.0% | -32.7% | -40.8% |
| 1Y | -50.7% | +18.9% | -69.6% | -54.6% |
| 3Y | +70.3% | +135.5% | -65.2% | +32.8% |
| All | +70.3% | +131.0% | -60.7% | +32.8% |
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 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