+144.5%
EXE vs STT
+167.3%
-22.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.6% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | -2.6% | -2.3% | -0.2% | -1.9% |
| 3M | -6.9% | -7.0% | +0.1% | -4.9% |
| 6M | -9.3% | +15.5% | -24.8% | -14.3% |
| YTD | -20.7% | +35.6% | -56.3% | -29.9% |
| 1Y | -21.8% | +47.9% | -69.7% | -33.1% |
| 3Y | +16.2% | +181.1% | -164.9% | -23.5% |
| 5Y | +61.1% | +108.2% | -47.1% | +10.8% |
| All | +144.5% | +167.3% | -22.8% | +48.0% |
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