+288.8%
STM vs EXPE
+727.6%
-438.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +6.2% |
| 7D | -10.7% | -9.3% | -1.4% | -8.1% |
| 30D | -25.7% | +0.1% | -25.9% | -26.8% |
| 3M | -21.6% | -15.3% | -6.2% | -18.6% |
| 6M | -27.8% | +5.5% | -33.3% | -32.3% |
| YTD | +61.8% | -8.0% | +69.7% | +56.5% |
| 1Y | +78.1% | +18.9% | +59.2% | +54.9% |
| 3Y | +4.9% | +135.5% | -130.6% | -31.8% |
| 5Y | -14.3% | +44.3% | -58.5% | -36.1% |
| 10Y | +414.1% | +117.7% | +296.3% | +193.9% |
| All | +288.8% | +727.6% | -438.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling