+47.3%
EXPE vs STZ
-29.4%
+76.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | -6.1% | +15.2% | -21.3% | -9.4% |
| 3M | -21.3% | +7.6% | -29.0% | -22.8% |
| 6M | +19.0% | +5.3% | +13.7% | +16.9% |
| YTD | -8.4% | +8.6% | -17.1% | -12.6% |
| 1Y | -2.8% | +15.6% | -18.4% | -9.2% |
| 3Y | +120.8% | -35.2% | +155.9% | +144.4% |
| All | +47.3% | -29.4% | +76.6% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling