+483.8%
STX vs EXPD
+60.8%
+423.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -17.3% | -7.4% | -9.9% | -13.9% |
| 30D | -35.9% | -2.1% | -33.8% | -34.9% |
| 3M | -37.3% | +5.7% | -43.0% | -38.7% |
| 6M | -35.8% | +21.4% | -57.2% | -41.5% |
| YTD | +82.7% | +27.6% | +55.1% | +59.7% |
| 1Y | +71.6% | +36.1% | +35.5% | +45.1% |
| 3Y | +635.3% | +69.9% | +565.4% | +438.0% |
| 5Y | +483.8% | +59.7% | +424.1% | +312.5% |
| All | +483.8% | +60.8% | +423.0% | +312.5% |
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