+8,757.3%
STX vs EXPD
+1,333.6%
+7,423.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.5% | -11.8% | -14.0% |
| 7D | -33.4% | -4.8% | -28.6% | -31.5% |
| 30D | -42.1% | -1.5% | -40.6% | -41.4% |
| 3M | -44.3% | +4.1% | -48.4% | -45.3% |
| 6M | -39.4% | +24.0% | -63.4% | -45.8% |
| YTD | +70.0% | +27.4% | +42.6% | +47.8% |
| 1Y | +70.2% | +38.4% | +31.8% | +42.1% |
| 3Y | +585.2% | +73.2% | +512.0% | +401.6% |
| 5Y | +455.7% | +59.9% | +395.8% | +317.0% |
| 10Y | +2,007.9% | +319.9% | +1,687.9% | +865.7% |
| All | +8,757.3% | +1,333.6% | +7,423.7% | +2,318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling