+3,786.6%
STRL vs EXPD
+336.9%
+3,449.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +23.4% | +3.6% | +19.8% | +20.9% |
| 30D | -39.5% | +0.3% | -39.8% | -39.0% |
| 3M | -45.1% | +6.1% | -51.1% | -46.6% |
| 6M | -64.6% | +27.4% | -91.9% | -69.6% |
| YTD | -1.5% | +32.0% | -33.5% | -18.3% |
| 1Y | -20.8% | +40.5% | -61.3% | -36.7% |
| 3Y | +353.1% | +75.7% | +277.4% | +202.0% |
| 5Y | +942.9% | +61.7% | +881.2% | +612.7% |
| All | +3,786.6% | +336.9% | +3,449.7% | +1,185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling