+31.0%
SRE vs EXPD
+69.2%
-38.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | -0.7% | +4.1% | -4.8% | -1.2% |
| 3M | -6.3% | +17.9% | -24.2% | -8.2% |
| 6M | -10.7% | +29.2% | -39.9% | -13.6% |
| YTD | -3.5% | +27.4% | -30.8% | -7.1% |
| 1Y | +5.3% | +56.8% | -51.5% | -3.0% |
| All | +31.0% | +69.2% | -38.2% | +14.9% |
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