-74.5%
STLA vs EXPD
+60.9%
-135.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -13.8% | +5.5% | -19.3% | -16.1% |
| 30D | -10.5% | -0.8% | -9.7% | -10.5% |
| 3M | -28.9% | +4.1% | -33.0% | -30.6% |
| 6M | -49.7% | +25.7% | -75.4% | -55.5% |
| YTD | -64.9% | +31.4% | -96.3% | -70.4% |
| 1Y | -64.0% | +42.2% | -106.2% | -71.0% |
| 3Y | -77.4% | +77.2% | -154.6% | -84.5% |
| All | -74.5% | +60.9% | -135.3% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling