+2,071.0%
STX vs EXPE
+119.8%
+1,951.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | -14.8% | -13.3% | -1.4% | -12.2% |
| 30D | -35.4% | -5.5% | -29.9% | -34.9% |
| 3M | -37.7% | -16.5% | -21.2% | -36.0% |
| 6M | -35.2% | +13.1% | -48.3% | -38.9% |
| YTD | +84.4% | -8.0% | +92.4% | +80.3% |
| 1Y | +82.3% | +1.1% | +81.2% | +74.0% |
| 3Y | +646.2% | +131.2% | +515.1% | +457.3% |
| 5Y | +487.4% | +39.8% | +447.7% | +372.0% |
| 10Y | +2,071.0% | +118.5% | +1,952.6% | +1,302.8% |
| All | +2,071.0% | +119.8% | +1,951.2% | +1,302.8% |
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