+15.7%
STM vs EXPE
+176.2%
-160.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +5.8% | -9.5% | +15.3% | +8.6% |
| 30D | -1.0% | -6.6% | +5.6% | +0.3% |
| 3M | -33.3% | +31.4% | -64.6% | -39.7% |
| 6M | +57.4% | +35.2% | +22.2% | +38.3% |
| YTD | +102.2% | +5.8% | +96.4% | +93.0% |
| 1Y | +99.6% | +38.7% | +60.9% | +69.7% |
| All | +15.7% | +176.2% | -160.5% | -23.4% |
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