+96.5%
STM vs EXPD
+53.8%
+42.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.8% | -5.1% |
| 7D | -6.0% | +0.3% | -6.3% | -6.0% |
| 30D | -20.9% | +1.8% | -22.8% | -21.2% |
| 3M | -15.8% | +8.9% | -24.7% | -17.6% |
| 6M | -17.0% | +42.2% | -59.3% | -25.2% |
| YTD | +76.8% | +33.4% | +43.4% | +58.0% |
| 1Y | +96.5% | +47.2% | +49.3% | +65.0% |
| All | +96.5% | +53.8% | +42.7% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling