-4.6%
STM vs EXPE
+46.0%
-50.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +12.0% | -0.5% | +12.5% | +12.2% |
| 30D | -0.4% | -6.1% | +5.7% | +0.7% |
| 3M | -13.2% | -21.3% | +8.1% | -7.7% |
| 6M | -26.1% | +19.0% | -45.1% | -33.5% |
| YTD | +81.2% | -8.4% | +89.6% | +76.0% |
| 1Y | +98.3% | -2.8% | +101.1% | +87.5% |
| 3Y | +16.7% | +120.8% | -104.0% | -25.8% |
| All | -4.6% | +46.0% | -50.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling