+19.5%
SRE vs EXPD
+68.8%
-49.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -9.2% | -7.2% | -2.0% | -8.4% |
| 30D | -1.9% | -3.3% | +1.4% | -1.5% |
| 3M | -6.5% | +3.4% | -9.9% | -6.9% |
| 6M | -15.2% | +22.7% | -37.9% | -17.3% |
| YTD | -9.5% | +24.5% | -34.0% | -12.5% |
| 1Y | -13.2% | +38.6% | -51.9% | -17.9% |
| 3Y | +19.5% | +71.5% | -52.0% | +2.5% |
| All | +19.5% | +68.8% | -49.4% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling