+61.3%
EXE vs STT
+100.0%
-38.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.6% | -2.5% | -4.1% | -5.9% |
| 30D | -4.0% | -5.0% | +1.0% | -2.6% |
| 3M | -7.5% | -10.5% | +3.0% | -4.5% |
| 6M | -11.7% | +10.0% | -21.7% | -15.0% |
| YTD | -22.0% | +30.7% | -52.7% | -29.8% |
| 1Y | -21.8% | +43.8% | -65.6% | -32.1% |
| 3Y | +8.0% | +168.1% | -160.1% | -26.7% |
| All | +61.3% | +100.0% | -38.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling