+194.0%
STT vs EXPD
+335.0%
-141.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +4.8% | +5.5% | -0.8% | +1.7% |
| 30D | +3.9% | -0.8% | +4.7% | +4.3% |
| 3M | -8.2% | +4.1% | -12.3% | -10.4% |
| 6M | +15.6% | +25.7% | -10.1% | +1.0% |
| YTD | +37.6% | +31.4% | +6.2% | +15.2% |
| 1Y | +50.1% | +42.2% | +7.9% | +19.7% |
| 3Y | +183.1% | +77.2% | +105.9% | +90.4% |
| 5Y | +104.8% | +61.0% | +43.8% | +43.0% |
| All | +194.0% | +335.0% | -141.0% | +6.9% |
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