+118.5%
EXPE vs STT
+210.2%
-91.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.5% |
| 30D | -5.5% | -2.3% | -3.2% | -4.1% |
| 3M | -16.5% | -7.5% | -9.0% | -12.6% |
| 6M | +13.1% | +14.9% | -1.8% | +3.5% |
| YTD | -8.0% | +34.9% | -42.9% | -23.6% |
| 1Y | +1.1% | +47.1% | -46.0% | -20.1% |
| 3Y | +131.2% | +179.6% | -48.4% | +25.4% |
| 5Y | +39.8% | +107.1% | -67.3% | -13.2% |
| 10Y | +118.5% | +199.4% | -80.9% | +4.8% |
| All | +118.5% | +210.2% | -91.7% | +4.8% |
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