+5.5%
EXPE vs STZ
-4.7%
+10.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -3.8% |
| 7D | -9.3% | +4.9% | -14.2% | -11.3% |
| 30D | +0.1% | +20.9% | -20.7% | -7.7% |
| 3M | -15.3% | +8.0% | -23.3% | -18.0% |
| 6M | +5.5% | -5.3% | +10.8% | +3.7% |
| All | +5.5% | -4.7% | +10.2% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling