+6,216.0%
STT vs EXPD
+30,870.6%
-24,654.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.3% | -3.2% |
| 7D | -4.9% | -4.8% | -0.1% | -3.3% |
| 30D | -6.0% | -1.5% | -4.5% | -5.6% |
| 3M | -11.7% | +4.1% | -15.8% | -13.0% |
| 6M | +11.7% | +24.0% | -12.3% | +3.4% |
| YTD | +30.4% | +27.4% | +3.0% | +18.7% |
| 1Y | +43.9% | +38.4% | +5.6% | +27.3% |
| 3Y | +165.4% | +73.2% | +92.2% | +114.7% |
| 5Y | +101.0% | +59.9% | +41.1% | +66.0% |
| 10Y | +210.7% | +319.9% | -109.2% | +88.9% |
| All | +6,216.0% | +30,870.6% | -24,654.6% | +2,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling