+135.5%
EXPE vs STLA
-74.0%
+209.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -9.3% | -4.5% | -4.8% | -8.0% |
| 30D | +0.1% | -3.9% | +4.1% | +1.3% |
| 3M | -15.3% | -20.2% | +4.9% | -10.5% |
| 6M | +5.5% | -42.2% | +47.6% | +21.0% |
| YTD | -8.0% | -59.3% | +51.4% | +15.1% |
| 1Y | +18.9% | -56.1% | +74.9% | +44.6% |
| 3Y | +135.5% | -73.7% | +209.2% | +190.1% |
| All | +135.5% | -74.0% | +209.6% | +190.1% |
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 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