+153.1%
EXPE vs STLA
+48.0%
+105.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.1% | -4.8% | -6.6% |
| 7D | -9.8% | +0.7% | -10.5% | -10.1% |
| 30D | -11.5% | -2.4% | -9.1% | -11.0% |
| 3M | +21.7% | -23.9% | +45.6% | +35.0% |
| 6M | +10.4% | -24.6% | +35.0% | +21.7% |
| YTD | -2.5% | -50.5% | +48.0% | +25.3% |
| 1Y | +27.3% | -39.8% | +67.2% | +47.7% |
| 3Y | +153.5% | -65.6% | +219.1% | +255.3% |
| 5Y | +91.1% | -62.1% | +153.2% | +147.7% |
| 10Y | +153.1% | +47.8% | +105.3% | +109.0% |
| All | +153.1% | +48.0% | +105.1% | +109.0% |
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