-78.0%
SE vs EXPE
+46.0%
-124.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -20.9% | -6.1% | -14.8% | -19.6% |
| 3M | -38.9% | -21.3% | -17.6% | -33.1% |
| 6M | -19.4% | +19.0% | -38.4% | -27.9% |
| YTD | -40.9% | -8.4% | -32.5% | -41.4% |
| 1Y | -46.2% | -2.8% | -43.4% | -48.6% |
| 3Y | +63.7% | +120.8% | -57.0% | -11.7% |
| All | -78.0% | +46.0% | -124.0% | -84.7% |
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 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