+855.0%
EXPE vs STZ
+445.5%
+409.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -9.5% | -1.9% | -7.6% | -8.8% |
| 30D | -6.6% | -1.9% | -4.7% | -5.9% |
| 3M | +31.4% | -6.2% | +37.6% | +34.4% |
| 6M | +35.2% | -14.0% | +49.2% | +41.8% |
| YTD | +5.8% | -5.1% | +10.9% | +5.4% |
| 1Y | +38.7% | -9.6% | +48.2% | +40.2% |
| 3Y | +175.8% | -47.2% | +223.0% | +242.9% |
| 5Y | +111.8% | -33.6% | +145.4% | +135.4% |
| 10Y | +179.7% | -9.8% | +189.5% | +169.2% |
| All | +855.0% | +445.5% | +409.5% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling