+575.7%
SO vs EXPE
+733.4%
-157.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -0.9% | -4.2% | +3.3% | -0.6% |
| 30D | +4.9% | -4.5% | +9.5% | +5.1% |
| 3M | +0.8% | -19.7% | +20.5% | +2.3% |
| 6M | +0.6% | +18.3% | -17.7% | -1.4% |
| YTD | +8.7% | -7.3% | +16.0% | +8.2% |
| 1Y | +4.0% | -3.9% | +7.9% | +3.0% |
| 3Y | +50.6% | +123.0% | -72.4% | +35.5% |
| 5Y | +77.5% | +47.9% | +29.6% | +62.6% |
| 10Y | +192.0% | +126.5% | +65.5% | +143.4% |
| All | +575.7% | +733.4% | -157.7% | +340.0% |
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