+78.1%
STM vs EXPD
+35.2%
+42.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.2% |
| 7D | -10.7% | -7.2% | -3.6% | -8.2% |
| 30D | -25.7% | -3.3% | -22.5% | -24.4% |
| 3M | -21.6% | +3.4% | -24.9% | -21.5% |
| 6M | -27.8% | +22.7% | -50.5% | -31.4% |
| YTD | +61.8% | +24.5% | +37.2% | +48.7% |
| 1Y | +78.1% | +38.6% | +39.4% | +54.6% |
| All | +78.1% | +35.2% | +42.9% | +54.6% |
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 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