+153.1%
EXPE vs STT
+264.2%
-111.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.7% | -7.2% |
| 7D | -9.8% | +2.2% | -11.9% | -10.9% |
| 30D | -11.5% | +3.9% | -15.4% | -13.5% |
| 3M | +21.7% | +19.2% | +2.5% | +9.2% |
| 6M | +10.4% | +60.4% | -50.0% | -17.1% |
| YTD | -2.5% | +51.5% | -54.0% | -24.2% |
| 1Y | +27.3% | +76.3% | -48.9% | -9.3% |
| 3Y | +153.5% | +200.7% | -47.2% | +32.2% |
| 5Y | +91.1% | +157.5% | -66.4% | +4.6% |
| 10Y | +153.1% | +262.0% | -108.9% | +8.4% |
| All | +153.1% | +264.2% | -111.1% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling