+263.8%
STLA vs EXPD
+531.2%
-267.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +2.6% | -1.1% | +3.7% | +3.2% |
| 30D | -1.2% | +4.1% | -5.3% | -3.2% |
| 3M | -24.8% | +17.9% | -42.7% | -30.8% |
| 6M | -25.6% | +29.2% | -54.8% | -34.9% |
| YTD | -48.9% | +27.4% | -76.3% | -55.8% |
| 1Y | -38.8% | +56.8% | -95.6% | -52.7% |
| 3Y | -64.5% | +68.0% | -132.6% | -73.8% |
| 5Y | -62.4% | +61.9% | -124.3% | -72.2% |
| 10Y | +55.4% | +316.0% | -260.6% | -24.1% |
| All | +263.8% | +531.2% | -267.4% | +75.5% |
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