+120.8%
EXPE vs STLA
-77.1%
+197.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -0.5% | -13.8% | +13.3% | +3.5% |
| 30D | -6.1% | -10.5% | +4.5% | -3.1% |
| 3M | -21.3% | -28.9% | +7.6% | -14.2% |
| 6M | +19.0% | -49.7% | +68.7% | +41.7% |
| YTD | -8.4% | -64.9% | +56.5% | +19.0% |
| 1Y | -2.8% | -64.0% | +61.2% | +24.9% |
| 3Y | +120.8% | -77.4% | +198.2% | +185.6% |
| All | +120.8% | -77.1% | +197.9% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling