+130.4%
EXPE vs STLA
-3.1%
+133.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +3.0% |
| 7D | -4.2% | -13.1% | +8.9% | +1.4% |
| 30D | -4.5% | -13.3% | +8.7% | +1.0% |
| 3M | -19.7% | -27.9% | +8.1% | -9.0% |
| 6M | +18.3% | -47.8% | +66.1% | +52.4% |
| YTD | -7.3% | -64.6% | +57.2% | +36.7% |
| 1Y | -3.9% | -64.0% | +60.1% | +40.4% |
| 3Y | +123.0% | -76.8% | +199.9% | +270.4% |
| 5Y | +47.9% | -74.2% | +122.1% | +125.5% |
| All | +130.4% | -3.1% | +133.5% | +85.6% |
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