+104.9%
EXPE vs STT
+145.1%
-40.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | -9.5% | +0.5% | -10.0% | -9.8% |
| 30D | -6.6% | +3.9% | -10.5% | -8.8% |
| 3M | +31.4% | +20.0% | +11.4% | +16.8% |
| 6M | +35.2% | +55.3% | -20.1% | +1.8% |
| YTD | +5.8% | +53.3% | -47.5% | -19.6% |
| 1Y | +38.7% | +74.7% | -36.0% | -2.7% |
| 3Y | +175.8% | +205.8% | -30.0% | +38.0% |
| All | +104.9% | +145.1% | -40.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling