+855.0%
EXPE vs STT
+506.1%
+349.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | -9.5% | +0.5% | -10.0% | -9.7% |
| 30D | -6.6% | +3.9% | -10.5% | -8.2% |
| 3M | +31.4% | +20.0% | +11.4% | +20.9% |
| 6M | +35.2% | +55.3% | -20.1% | +11.0% |
| YTD | +5.8% | +53.3% | -47.5% | -12.5% |
| 1Y | +38.7% | +74.7% | -36.0% | +8.5% |
| 3Y | +175.8% | +205.8% | -30.0% | +70.1% |
| 5Y | +111.8% | +145.0% | -33.2% | +40.4% |
| 10Y | +179.7% | +266.0% | -86.3% | +52.3% |
| All | +855.0% | +506.1% | +349.0% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling