+129.3%
EXPE vs STZ
+12.2%
+117.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.8% |
| 7D | -17.8% | -0.9% | -16.8% | -17.3% |
| 30D | -3.2% | +14.9% | -18.2% | -9.2% |
| 3M | -19.0% | +8.4% | -27.4% | -21.8% |
| 6M | +17.7% | +2.8% | +14.9% | +15.6% |
| YTD | -7.8% | +7.5% | -15.3% | -13.8% |
| 1Y | -1.4% | +12.5% | -13.9% | -10.3% |
| 3Y | +121.9% | -35.4% | +157.3% | +161.7% |
| 5Y | +44.3% | -29.3% | +73.6% | +57.6% |
| All | +129.3% | +12.2% | +117.0% | +95.4% |
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