+21.0%
STM vs EXPE
+111.8%
-90.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +5.8% | -9.5% | +15.3% | +9.3% |
| 30D | -1.0% | -6.6% | +5.6% | +0.7% |
| 3M | -33.3% | +31.4% | -64.6% | -40.6% |
| 6M | +57.4% | +35.2% | +22.2% | +36.1% |
| YTD | +102.2% | +5.8% | +96.4% | +90.5% |
| 1Y | +99.6% | +38.7% | +60.9% | +66.8% |
| 3Y | +14.5% | +175.8% | -161.3% | -30.4% |
| All | +21.0% | +111.8% | -90.8% | -18.3% |
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