+1,727.7%
STM vs EXPD
+18,138.7%
-16,411.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.5% | -7.9% | -10.3% |
| 7D | -20.1% | -4.8% | -15.3% | -18.0% |
| 30D | -32.0% | -1.5% | -30.4% | -31.3% |
| 3M | -24.2% | +4.1% | -28.3% | -25.5% |
| 6M | -29.9% | +24.0% | -53.9% | -36.9% |
| YTD | +54.9% | +27.4% | +27.5% | +36.1% |
| 1Y | +68.0% | +38.4% | +29.6% | +41.8% |
| 3Y | -0.1% | +73.2% | -73.3% | -24.9% |
| 5Y | -17.9% | +59.9% | -77.8% | -36.1% |
| 10Y | +392.2% | +319.9% | +72.3% | +150.7% |
| All | +1,727.7% | +18,138.7% | -16,411.1% | +262.1% |
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 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