+365.7%
SE vs EXPE
+75.5%
+290.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.9% |
| 7D | +2.0% | -9.3% | +11.3% | +5.2% |
| 30D | -20.0% | +0.1% | -20.1% | -20.8% |
| 3M | -31.8% | -15.3% | -16.5% | -28.6% |
| 6M | -15.9% | +5.5% | -21.3% | -19.0% |
| YTD | -40.6% | -8.0% | -32.7% | -40.8% |
| 1Y | -50.7% | +18.9% | -69.6% | -55.8% |
| 3Y | +70.3% | +135.5% | -65.2% | +12.2% |
| 5Y | -78.8% | +44.3% | -123.1% | -83.9% |
| All | +365.7% | +75.5% | +290.2% | +191.4% |
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 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