-78.0%
SE vs EXPE
+43.3%
-121.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +2.4% |
| 7D | +2.0% | -9.3% | +11.3% | +6.0% |
| 30D | -20.0% | +0.1% | -20.1% | -21.2% |
| 3M | -31.8% | -15.3% | -16.5% | -27.8% |
| 6M | -15.9% | +5.5% | -21.3% | -20.4% |
| YTD | -40.6% | -8.0% | -32.7% | -41.2% |
| 1Y | -50.7% | +18.9% | -69.6% | -58.0% |
| 3Y | +70.3% | +135.5% | -65.2% | -12.0% |
| All | -78.0% | +43.3% | -121.3% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling