+99.4%
STT vs EXPD
+55.6%
+43.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.2% |
| 7D | -2.5% | -7.2% | +4.7% | +0.6% |
| 30D | -5.0% | -3.3% | -1.7% | -3.7% |
| 3M | -10.5% | +3.4% | -13.9% | -12.0% |
| 6M | +10.0% | +22.7% | -12.7% | 0.0% |
| YTD | +30.7% | +24.5% | +6.2% | +16.6% |
| 1Y | +43.8% | +38.6% | +5.1% | +21.6% |
| 3Y | +168.1% | +71.5% | +96.6% | +97.4% |
| All | +99.4% | +55.6% | +43.8% | +40.4% |
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 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