+2,285.7%
STM vs EXPD
+18,132.0%
-15,846.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +5.8% | -1.1% | +6.9% | +6.4% |
| 30D | -1.0% | +4.1% | -5.1% | -3.0% |
| 3M | -33.3% | +17.9% | -51.2% | -38.5% |
| 6M | +57.4% | +29.2% | +28.1% | +38.2% |
| YTD | +102.2% | +27.4% | +74.8% | +77.3% |
| 1Y | +99.6% | +56.8% | +42.8% | +57.3% |
| 3Y | +14.5% | +68.0% | -53.5% | -12.9% |
| 5Y | +21.4% | +61.9% | -40.5% | -6.3% |
| 10Y | +695.0% | +316.0% | +379.0% | +305.8% |
| All | +2,285.7% | +18,132.0% | -15,846.2% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling