+4.9%
STM vs EXPD
+68.8%
-63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.6% |
| 7D | -10.7% | -7.2% | -3.6% | -7.0% |
| 30D | -25.7% | -3.3% | -22.5% | -24.2% |
| 3M | -21.6% | +3.4% | -24.9% | -22.6% |
| 6M | -27.8% | +22.7% | -50.5% | -35.1% |
| YTD | +61.8% | +24.5% | +37.2% | +41.8% |
| 1Y | +78.1% | +38.6% | +39.4% | +45.8% |
| 3Y | +4.9% | +71.5% | -66.6% | -30.1% |
| All | +4.9% | +68.8% | -63.9% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling