+1,967.8%
STX vs EXPD
+329.8%
+1,637.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -17.3% | -7.4% | -9.9% | -13.4% |
| 30D | -35.9% | -2.1% | -33.8% | -34.8% |
| 3M | -37.3% | +5.7% | -43.0% | -38.9% |
| 6M | -35.8% | +21.4% | -57.2% | -42.4% |
| YTD | +82.7% | +27.6% | +55.1% | +56.8% |
| 1Y | +71.6% | +36.1% | +35.5% | +42.1% |
| 3Y | +635.3% | +69.9% | +565.4% | +421.9% |
| 5Y | +483.8% | +59.7% | +424.1% | +320.0% |
| 10Y | +1,967.8% | +323.0% | +1,644.7% | +776.9% |
| All | +1,967.8% | +329.8% | +1,637.9% | +776.9% |
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