+185.7%
EXPE vs STLA
-64.4%
+250.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -9.5% | +2.6% | -12.1% | -10.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.5% |
| 3M | +31.4% | -24.8% | +56.1% | +41.5% |
| 6M | +35.2% | -25.6% | +60.8% | +45.2% |
| YTD | +5.8% | -48.9% | +54.7% | +25.7% |
| 1Y | +38.7% | -38.8% | +77.4% | +52.7% |
| All | +185.7% | -64.4% | +250.1% | +214.7% |
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