+11.1%
SMR vs EXPE
+42.7%
-31.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.9% | +23.1% | +17.6% |
| 7D | +21.4% | -9.8% | +31.1% | +24.6% |
| 30D | +13.8% | -11.5% | +25.4% | +17.1% |
| 3M | +3.9% | +21.7% | -17.8% | -4.5% |
| 6M | -4.2% | +10.4% | -14.6% | -9.4% |
| YTD | -21.1% | -2.5% | -18.6% | -23.6% |
| 1Y | -67.1% | +27.3% | -94.4% | -71.5% |
| 3Y | +88.9% | +153.5% | -64.7% | +30.9% |
| All | +11.1% | +42.7% | -31.6% | -29.6% |
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 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