+463.1%
STM vs EXPD
+337.7%
+125.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +1.5% |
| 7D | +1.4% | -1.6% | +3.0% | +2.9% |
| 30D | -8.4% | +0.6% | -9.0% | -8.3% |
| 3M | -15.8% | +9.8% | -25.6% | -21.0% |
| 6M | -22.8% | +25.8% | -48.6% | -34.5% |
| YTD | +79.4% | +31.3% | +48.1% | +44.4% |
| 1Y | +97.0% | +40.9% | +56.0% | +50.3% |
| 3Y | +14.2% | +74.7% | -60.5% | -28.0% |
| 5Y | -4.5% | +62.9% | -67.3% | -37.9% |
| 10Y | +463.1% | +334.3% | +128.7% | +89.8% |
| All | +463.1% | +337.7% | +125.4% | +89.8% |
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 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