+2,038.9%
STX vs EXPD
+336.9%
+1,702.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.5% |
| 7D | +16.8% | +3.6% | +13.2% | +14.9% |
| 30D | -27.0% | +0.3% | -27.3% | -26.7% |
| 3M | -37.9% | +6.1% | -43.9% | -39.6% |
| 6M | -32.5% | +27.4% | -59.9% | -40.9% |
| YTD | +98.6% | +32.0% | +66.6% | +67.5% |
| 1Y | +93.6% | +40.5% | +53.0% | +57.7% |
| 3Y | +699.1% | +75.7% | +623.4% | +457.7% |
| 5Y | +481.0% | +61.7% | +419.3% | +316.2% |
| All | +2,038.9% | +336.9% | +1,702.0% | +807.6% |
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