+19.8%
STLA vs EXPD
+334.2%
-314.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.8% |
| 7D | -6.4% | -5.5% | -0.9% | -3.5% |
| 30D | -1.3% | -1.9% | +0.5% | -0.6% |
| 3M | -19.9% | +6.1% | -26.0% | -23.1% |
| 6M | -42.9% | +21.6% | -64.5% | -49.5% |
| YTD | -59.4% | +27.9% | -87.3% | -66.1% |
| 1Y | -56.8% | +39.4% | -96.2% | -65.9% |
| 3Y | -73.1% | +72.7% | -145.7% | -81.9% |
| 5Y | -70.1% | +60.3% | -130.4% | -79.4% |
| 10Y | +19.8% | +332.6% | -312.8% | -58.4% |
| All | +19.8% | +334.2% | -314.4% | -58.4% |
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