+190.5%
STLA vs EXPD
+531.4%
-340.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | -0.1% | -2.3% |
| 7D | -5.5% | -4.8% | -0.7% | -3.4% |
| 30D | -3.7% | -1.5% | -2.2% | -3.2% |
| 3M | -21.1% | +4.1% | -25.2% | -23.0% |
| 6M | -38.3% | +24.0% | -62.3% | -44.9% |
| YTD | -59.2% | +27.4% | -86.6% | -64.8% |
| 1Y | -56.7% | +38.4% | -95.1% | -64.2% |
| 3Y | -74.3% | +73.2% | -147.5% | -81.3% |
| 5Y | -70.2% | +59.9% | -130.1% | -77.9% |
| 10Y | +23.4% | +319.9% | -296.6% | -40.1% |
| All | +190.5% | +531.4% | -340.9% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling