-25.9%
STRL vs EXPD
+53.8%
-79.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.2% | -18.2% | -19.2% |
| 7D | -27.1% | +0.3% | -27.3% | -26.6% |
| 30D | -45.8% | +1.8% | -47.6% | -46.0% |
| 3M | -47.6% | +8.9% | -56.6% | -50.1% |
| 6M | -46.4% | +42.2% | -88.7% | -58.9% |
| YTD | -7.4% | +33.4% | -40.7% | -33.4% |
| 1Y | -25.9% | +47.2% | -73.0% | -51.8% |
| All | -25.9% | +53.8% | -79.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling