+96.5%
STM vs EXPE
+48.9%
+47.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.5% | -16.6% | -5.5% |
| 7D | -6.0% | +14.6% | -20.7% | -5.4% |
| 30D | -20.9% | +21.4% | -42.4% | -20.5% |
| 3M | -15.8% | +1.4% | -17.1% | -15.2% |
| 6M | -17.0% | +28.6% | -45.7% | -18.3% |
| YTD | +76.8% | +12.1% | +64.7% | +78.1% |
| 1Y | +96.5% | +50.0% | +46.5% | +90.5% |
| All | +96.5% | +48.9% | +47.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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