+15.4%
STLA vs EXPD
+304.0%
-288.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +1.1% |
| 7D | -4.5% | -7.2% | +2.6% | -0.6% |
| 30D | -3.9% | -3.3% | -0.6% | -2.4% |
| 3M | -20.2% | +3.4% | -23.6% | -22.2% |
| 6M | -42.2% | +22.7% | -64.9% | -49.2% |
| YTD | -59.3% | +24.5% | -83.8% | -65.5% |
| 1Y | -56.1% | +38.6% | -94.7% | -65.2% |
| 3Y | -73.7% | +71.5% | -145.2% | -82.2% |
| 5Y | -70.3% | +56.2% | -126.5% | -79.3% |
| All | +15.4% | +304.0% | -288.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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