-24.4%
EXE vs STT
+48.2%
-72.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.6% | +5.1% | -1.6% | +4.0% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | -7.7% | -8.1% | +0.5% | -8.5% |
| 6M | -7.2% | +16.6% | -23.9% | -5.1% |
| YTD | -18.5% | +37.8% | -56.3% | -16.8% |
| 1Y | -24.4% | +46.8% | -71.2% | -24.6% |
| All | -24.4% | +48.2% | -72.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling