+4.9%
STM vs EXPE
+131.0%
-126.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +5.6% |
| 7D | -10.7% | -9.3% | -1.4% | -8.7% |
| 30D | -25.7% | +0.1% | -25.9% | -26.3% |
| 3M | -21.6% | -15.3% | -6.2% | -19.3% |
| 6M | -27.8% | +5.5% | -33.3% | -31.7% |
| YTD | +61.8% | -8.0% | +69.7% | +58.6% |
| 1Y | +78.1% | +18.9% | +59.2% | +55.6% |
| 3Y | +4.9% | +135.5% | -130.6% | -34.7% |
| All | +4.9% | +131.0% | -126.1% | -34.7% |
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