+201.0%
STT vs EXPD
+334.2%
-133.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +1.7% |
| 7D | +0.9% | -5.5% | +6.4% | +4.0% |
| 30D | -2.3% | -1.9% | -0.4% | -1.4% |
| 3M | -7.0% | +6.1% | -13.1% | -10.3% |
| 6M | +15.5% | +21.6% | -6.1% | +2.7% |
| YTD | +35.6% | +27.9% | +7.7% | +15.2% |
| 1Y | +47.9% | +39.4% | +8.5% | +19.1% |
| 3Y | +181.1% | +72.7% | +108.4% | +91.8% |
| 5Y | +108.2% | +60.3% | +47.9% | +45.1% |
| 10Y | +201.0% | +332.6% | -131.6% | +4.1% |
| All | +201.0% | +334.2% | -133.2% | +4.1% |
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