+118.5%
EXPE vs STZ
+9.8%
+108.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.0% |
| 7D | -9.3% | +4.9% | -14.2% | -11.1% |
| 30D | +0.1% | +20.9% | -20.7% | -8.2% |
| 3M | -15.3% | +8.0% | -23.3% | -18.1% |
| 6M | +5.5% | -5.3% | +10.8% | +7.8% |
| YTD | -8.0% | +5.9% | -13.9% | -13.3% |
| 1Y | +18.9% | +14.2% | +4.7% | +7.2% |
| 3Y | +135.5% | -37.0% | +172.5% | +181.6% |
| 5Y | +44.3% | -29.7% | +74.0% | +57.8% |
| All | +118.5% | +9.8% | +108.7% | +90.8% |
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