-1.4%
EXPE vs STLA
-61.0%
+59.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.0% |
| 7D | -17.8% | -11.6% | -6.1% | -15.7% |
| 30D | -3.2% | -6.2% | +2.9% | -1.7% |
| 3M | -19.0% | -24.6% | +5.6% | -15.1% |
| 6M | +17.7% | -44.9% | +62.6% | +28.9% |
| YTD | -7.8% | -62.3% | +54.5% | +7.9% |
| 1Y | -1.4% | -61.8% | +60.4% | +13.1% |
| All | -1.4% | -61.0% | +59.7% | +13.1% |
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