+7,161.0%
STRL vs EXPD
+315.7%
+6,845.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.2% |
| 7D | +3.4% | -1.1% | +4.5% | +4.1% |
| 30D | -9.2% | +4.1% | -13.3% | -11.4% |
| 3M | -51.0% | +17.9% | -68.9% | -56.2% |
| 6M | +15.8% | +29.2% | -13.5% | -1.4% |
| YTD | +58.9% | +27.4% | +31.5% | +33.9% |
| 1Y | +68.5% | +56.8% | +11.7% | +24.3% |
| 3Y | +485.2% | +68.0% | +417.2% | +299.3% |
| 5Y | +2,005.1% | +61.9% | +1,943.2% | +1,316.9% |
| All | +7,161.0% | +315.7% | +6,845.4% | +2,535.5% |
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