+202.9%
STT vs EXPD
+304.0%
-101.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.4% |
| 7D | -2.5% | -7.2% | +4.7% | +1.5% |
| 30D | -5.0% | -3.3% | -1.7% | -3.4% |
| 3M | -10.5% | +3.4% | -13.9% | -12.4% |
| 6M | +10.0% | +22.7% | -12.7% | -2.7% |
| YTD | +30.7% | +24.5% | +6.2% | +12.8% |
| 1Y | +43.8% | +38.6% | +5.1% | +16.2% |
| 3Y | +168.1% | +71.5% | +96.6% | +83.4% |
| 5Y | +101.4% | +56.2% | +45.2% | +42.5% |
| All | +202.9% | +304.0% | -101.1% | +18.9% |
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