-29.9%
STM vs EXPD
+27.5%
-57.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.5% | -7.9% | -10.0% |
| 7D | -20.1% | -4.8% | -15.3% | -17.6% |
| 30D | -32.0% | -1.5% | -30.4% | -30.3% |
| 3M | -24.2% | +4.1% | -28.3% | -23.2% |
| 6M | -29.9% | +24.0% | -53.9% | -30.6% |
| All | -29.9% | +27.5% | -57.4% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling