+589.4%
SE vs EXPE
+101.8%
+487.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -6.1% | -9.5% | +3.4% | -2.6% |
| 30D | -2.5% | -6.6% | +4.2% | -0.1% |
| 3M | +21.7% | +31.4% | -9.7% | +9.8% |
| 6M | +27.0% | +35.2% | -8.2% | +12.9% |
| YTD | -12.1% | +5.8% | -17.9% | -15.6% |
| 1Y | -40.9% | +38.7% | -79.6% | -49.5% |
| 3Y | +191.0% | +175.8% | +15.2% | +82.6% |
| 5Y | -68.3% | +111.8% | -180.1% | -78.2% |
| All | +589.4% | +101.8% | +487.6% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling