+574.7%
SO vs EXPE
+727.6%
-152.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.7% |
| 7D | -1.5% | -9.3% | +7.9% | -0.8% |
| 30D | +8.1% | +0.1% | +7.9% | +7.8% |
| 3M | +0.2% | -15.3% | +15.5% | +1.3% |
| 6M | +0.4% | +5.5% | -5.1% | -0.6% |
| YTD | +8.5% | -8.0% | +16.5% | +8.1% |
| 1Y | +4.9% | +18.9% | -13.9% | +1.9% |
| 3Y | +47.9% | +135.5% | -87.6% | +32.3% |
| 5Y | +75.7% | +44.3% | +31.4% | +61.3% |
| 10Y | +178.0% | +117.7% | +60.3% | +132.5% |
| All | +574.7% | +727.6% | -152.9% | +339.7% |
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