+178.5%
EXE vs STT
+202.3%
-23.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | +8.5% | +3.9% | +4.6% | +7.0% |
| 3M | +5.5% | +20.0% | -14.5% | -1.1% |
| 6M | -5.9% | +55.3% | -61.2% | -19.8% |
| YTD | -9.7% | +53.3% | -63.1% | -23.2% |
| 1Y | +3.6% | +74.7% | -71.1% | -16.2% |
| 3Y | +18.0% | +205.8% | -187.8% | -24.2% |
| 5Y | +109.4% | +145.0% | -35.6% | +35.3% |
| All | +178.5% | +202.3% | -23.8% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling