+63.7%
SE vs EXPE
+121.7%
-57.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -20.9% | -6.1% | -14.8% | -20.0% |
| 3M | -38.9% | -21.3% | -17.6% | -35.1% |
| 6M | -19.4% | +19.0% | -38.4% | -24.3% |
| YTD | -40.9% | -8.4% | -32.5% | -41.1% |
| 1Y | -46.2% | -2.8% | -43.4% | -47.3% |
| 3Y | +63.7% | +120.8% | -57.0% | +38.4% |
| All | +63.7% | +121.7% | -57.9% | +38.4% |
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