+443.6%
STX vs EXPD
+55.6%
+388.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -28.5% | -7.2% | -21.3% | -25.6% |
| 30D | -42.9% | -3.3% | -39.6% | -41.8% |
| 3M | -45.9% | +3.4% | -49.3% | -46.5% |
| 6M | -41.3% | +22.7% | -64.0% | -46.9% |
| YTD | +67.9% | +24.5% | +43.4% | +48.4% |
| 1Y | +66.5% | +38.6% | +27.9% | +39.2% |
| 3Y | +588.0% | +71.5% | +516.5% | +399.0% |
| All | +443.6% | +55.6% | +388.0% | +289.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling