+1,019.5%
STX vs EXPD
+61.6%
+958.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.9% |
| 7D | +2.4% | -1.1% | +3.5% | +2.9% |
| 30D | +1.4% | +4.1% | -2.7% | -0.3% |
| 3M | -8.2% | +17.9% | -26.1% | -15.3% |
| 6M | +127.0% | +29.2% | +97.8% | +99.9% |
| YTD | +209.1% | +27.4% | +181.8% | +170.4% |
| 1Y | +365.4% | +56.8% | +308.6% | +262.0% |
| 3Y | +1,135.4% | +68.0% | +1,067.3% | +811.4% |
| All | +1,019.5% | +61.6% | +958.0% | +685.8% |
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 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