+153.1%
EXPE vs STZ
-14.3%
+167.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.6% | -2.3% | -5.2% |
| 7D | -9.8% | -7.4% | -2.4% | -6.3% |
| 30D | -11.5% | -10.9% | -0.6% | -6.5% |
| 3M | +21.7% | -13.4% | +35.1% | +29.7% |
| 6M | +10.4% | -16.2% | +26.6% | +18.1% |
| YTD | -2.5% | -10.4% | +7.9% | -0.7% |
| 1Y | +27.3% | -14.8% | +42.1% | +32.3% |
| 3Y | +153.5% | -50.1% | +203.7% | +240.5% |
| 5Y | +91.1% | -38.8% | +129.9% | +121.8% |
| 10Y | +153.1% | -14.1% | +167.2% | +142.3% |
| All | +153.1% | -14.3% | +167.4% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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