+267.4%
STT vs EXPD
+315.7%
-48.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | +3.9% | +4.1% | -0.2% | +1.5% |
| 3M | +20.0% | +17.9% | +2.1% | +8.9% |
| 6M | +55.3% | +29.2% | +26.1% | +33.0% |
| YTD | +53.3% | +27.4% | +26.0% | +31.0% |
| 1Y | +74.7% | +56.8% | +17.9% | +30.5% |
| 3Y | +205.8% | +68.0% | +137.8% | +112.8% |
| 5Y | +145.0% | +61.9% | +83.1% | +69.2% |
| All | +267.4% | +315.7% | -48.3% | +41.4% |
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