+153.3%
SO vs EXPE
+177.2%
-23.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | -0.2% | -9.5% | +9.4% | +0.7% |
| 30D | -4.6% | -6.6% | +2.1% | -4.0% |
| 3M | -3.0% | +31.4% | -34.4% | -5.6% |
| 6M | -8.3% | +35.2% | -43.4% | -11.3% |
| YTD | +3.5% | +5.8% | -2.3% | +2.2% |
| 1Y | -0.9% | +38.7% | -39.6% | -5.3% |
| 3Y | +45.4% | +175.8% | -130.4% | +25.2% |
| 5Y | +59.6% | +111.8% | -52.2% | +37.2% |
| All | +153.3% | +177.2% | -23.8% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling