-68.1%
SE vs EXPE
+111.8%
-179.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -6.1% | -9.5% | +3.4% | -1.7% |
| 30D | -2.5% | -6.6% | +4.2% | +0.5% |
| 3M | +21.7% | +31.4% | -9.7% | +6.6% |
| 6M | +27.0% | +35.2% | -8.2% | +8.9% |
| YTD | -12.1% | +5.8% | -17.9% | -16.7% |
| 1Y | -40.9% | +38.7% | -79.6% | -52.1% |
| 3Y | +191.0% | +175.8% | +15.2% | +46.9% |
| All | -68.1% | +111.8% | -179.9% | -79.9% |
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