+27.3%
EXPE vs STZ
-16.0%
+43.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.6% | -2.3% | -7.9% |
| 7D | -9.8% | -7.4% | -2.4% | -9.9% |
| 30D | -11.5% | -10.9% | -0.6% | -11.8% |
| 3M | +21.7% | -13.4% | +35.1% | +20.6% |
| 6M | +10.4% | -16.2% | +26.6% | +8.6% |
| YTD | -2.5% | -10.4% | +7.9% | -4.4% |
| 1Y | +27.3% | -14.8% | +42.1% | +25.8% |
| All | +27.3% | -16.0% | +43.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling