+2,038.9%
STX vs EXPE
+126.2%
+1,912.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +16.8% | -4.2% | +21.0% | +17.9% |
| 30D | -27.0% | -4.5% | -22.5% | -26.6% |
| 3M | -37.9% | -19.7% | -18.2% | -35.6% |
| 6M | -32.5% | +18.3% | -50.8% | -36.9% |
| YTD | +98.6% | -7.3% | +105.9% | +93.9% |
| 1Y | +93.6% | -3.9% | +97.5% | +87.2% |
| 3Y | +699.1% | +123.0% | +576.0% | +502.1% |
| 5Y | +481.0% | +47.9% | +433.1% | +360.6% |
| All | +2,038.9% | +126.2% | +1,912.8% | +1,235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling