+455.7%
STX vs EXPD
+52.5%
+403.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.5% | -11.8% | -14.2% |
| 7D | -33.4% | -4.8% | -28.6% | -31.6% |
| 30D | -42.1% | -1.5% | -40.6% | -41.4% |
| 3M | -44.3% | +4.1% | -48.4% | -45.1% |
| 6M | -39.4% | +24.0% | -63.4% | -45.4% |
| YTD | +70.0% | +27.4% | +42.6% | +48.6% |
| 1Y | +70.2% | +38.4% | +31.8% | +42.6% |
| 3Y | +585.2% | +73.2% | +512.0% | +395.3% |
| 5Y | +455.7% | +59.9% | +395.8% | +293.7% |
| All | +455.7% | +52.5% | +403.2% | +293.7% |
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