+154.5%
STT vs EXPD
+61.6%
+92.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | +3.9% | +4.1% | -0.2% | +2.1% |
| 3M | +20.0% | +17.9% | +2.1% | +11.4% |
| 6M | +55.3% | +29.2% | +26.1% | +37.9% |
| YTD | +53.3% | +27.4% | +26.0% | +36.1% |
| 1Y | +74.7% | +56.8% | +17.9% | +39.3% |
| 3Y | +205.8% | +68.0% | +137.8% | +130.3% |
| All | +154.5% | +61.6% | +92.9% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling