+1,883.6%
STX vs EXPD
+304.0%
+1,579.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | 0.0% |
| 7D | -28.5% | -7.2% | -21.3% | -25.3% |
| 30D | -42.9% | -3.3% | -39.6% | -41.6% |
| 3M | -45.9% | +3.4% | -49.3% | -46.7% |
| 6M | -41.3% | +22.7% | -64.0% | -47.7% |
| YTD | +67.9% | +24.5% | +43.4% | +45.9% |
| 1Y | +66.5% | +38.6% | +27.9% | +36.2% |
| 3Y | +588.0% | +71.5% | +516.5% | +384.3% |
| 5Y | +449.1% | +56.2% | +392.8% | +299.2% |
| All | +1,883.6% | +304.0% | +1,579.6% | +723.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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