+135.5%
EXPE vs STT
+165.4%
-29.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -9.3% | -2.5% | -6.9% | -7.4% |
| 30D | +0.1% | -5.0% | +5.1% | +3.8% |
| 3M | -15.3% | -10.5% | -4.8% | -9.0% |
| 6M | +5.5% | +10.0% | -4.5% | -2.7% |
| YTD | -8.0% | +30.7% | -38.7% | -25.2% |
| 1Y | +18.9% | +43.8% | -24.9% | -9.7% |
| 3Y | +135.5% | +168.1% | -32.5% | +19.8% |
| All | +135.5% | +165.4% | -29.8% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling