+15.6%
STM vs EXPE
+123.2%
-107.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.9% |
| 7D | +1.4% | -17.8% | +19.2% | +6.4% |
| 30D | -8.4% | -3.2% | -5.1% | -8.2% |
| 3M | -15.8% | -19.0% | +3.2% | -12.3% |
| 6M | -22.8% | +17.7% | -40.6% | -29.3% |
| YTD | +79.4% | -7.8% | +87.1% | +75.8% |
| 1Y | +97.0% | -1.4% | +98.3% | +87.3% |
| All | +15.6% | +123.2% | -107.7% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling