+2,022.6%
STRL vs EXPD
+61.6%
+1,961.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.3% |
| 7D | +3.4% | -1.1% | +4.5% | +4.0% |
| 30D | -9.2% | +4.1% | -13.3% | -10.8% |
| 3M | -51.0% | +17.9% | -68.9% | -55.0% |
| 6M | +15.8% | +29.2% | -13.5% | +2.0% |
| YTD | +58.9% | +27.4% | +31.5% | +39.1% |
| 1Y | +68.5% | +56.8% | +11.7% | +34.7% |
| 3Y | +485.2% | +68.0% | +417.2% | +342.9% |
| All | +2,022.6% | +61.6% | +1,961.0% | +1,479.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling