-7.7%
SRE vs EXPD
+53.8%
-61.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -3.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.0% |
| 30D | +6.1% | +1.8% | +4.2% | +6.2% |
| 3M | -3.5% | +8.9% | -12.5% | -3.2% |
| 6M | -10.8% | +42.2% | -53.0% | -10.1% |
| YTD | -4.0% | +33.4% | -37.3% | -5.2% |
| 1Y | -7.7% | +47.2% | -54.8% | -9.6% |
| All | -7.7% | +53.8% | -61.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling