+50.0%
EXPE vs STT
+53.6%
-3.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.4% | +9.4% |
| 7D | +14.6% | -0.1% | +14.7% | +14.7% |
| 30D | +21.4% | -1.7% | +23.1% | +22.4% |
| 3M | +1.4% | -6.4% | +7.8% | +4.7% |
| 6M | +28.6% | +17.7% | +10.9% | +11.6% |
| YTD | +12.1% | +36.9% | -24.7% | -16.1% |
| 1Y | +50.0% | +52.0% | -2.0% | -7.0% |
| All | +50.0% | +53.6% | -3.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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