+118.5%
EXPE vs STLA
+21.0%
+97.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.3% | -6.4% | -7.0% | -10.6% |
| 30D | -5.5% | -1.3% | -4.2% | -5.0% |
| 3M | -16.5% | -19.9% | +3.5% | -9.3% |
| 6M | +13.1% | -42.9% | +56.0% | +40.4% |
| YTD | -8.0% | -59.4% | +51.4% | +28.1% |
| 1Y | +1.1% | -56.8% | +57.9% | +36.5% |
| 3Y | +131.2% | -73.1% | +204.2% | +259.3% |
| 5Y | +39.8% | -70.1% | +109.8% | +100.1% |
| 10Y | +118.5% | +19.8% | +98.7% | +83.3% |
| All | +118.5% | +21.0% | +97.5% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling