+50.0%
EXPE vs STLA
-53.0%
+103.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.8% | +6.7% | +9.9% |
| 7D | +14.6% | -0.6% | +15.3% | +14.8% |
| 30D | +21.4% | +3.6% | +17.8% | +20.7% |
| 3M | +1.4% | -20.6% | +22.0% | +5.1% |
| 6M | +28.6% | -34.3% | +62.9% | +36.8% |
| YTD | +12.1% | -57.3% | +69.4% | +30.1% |
| 1Y | +50.0% | -52.6% | +102.7% | +62.7% |
| All | +50.0% | -53.0% | +103.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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