+179.3%
EXE vs STT
+198.6%
-19.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.8% | +2.2% | -4.0% | -2.5% |
| 30D | +6.4% | +3.9% | +2.5% | +5.0% |
| 3M | +9.2% | +19.2% | -9.9% | +2.6% |
| 6M | -7.0% | +60.4% | -67.4% | -21.7% |
| YTD | -9.5% | +51.5% | -60.9% | -22.6% |
| 1Y | +6.2% | +76.3% | -70.1% | -14.4% |
| 3Y | +20.7% | +200.7% | -180.0% | -22.1% |
| 5Y | +103.6% | +157.5% | -53.8% | +29.1% |
| All | +179.3% | +198.6% | -19.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling