+11,246.4%
STRL vs EXPD
+30,021.9%
-18,775.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.2% | -18.2% | -20.6% |
| 7D | -27.1% | +0.3% | -27.3% | -26.9% |
| 30D | -45.8% | +1.8% | -47.6% | -46.0% |
| 3M | -47.6% | +8.9% | -56.6% | -48.8% |
| 6M | -46.4% | +42.2% | -88.7% | -51.2% |
| YTD | -7.4% | +33.4% | -40.7% | -14.8% |
| 1Y | -25.9% | +47.2% | -73.0% | -33.6% |
| 3Y | +273.4% | +81.3% | +192.2% | +212.8% |
| 5Y | +944.4% | +60.2% | +884.2% | +796.5% |
| 10Y | +4,023.0% | +339.5% | +3,683.4% | +2,707.3% |
| All | +11,246.4% | +30,021.9% | -18,775.5% | +4,692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling