+1,019.5%
STX vs EXPE
+111.8%
+907.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.7% |
| 7D | +2.4% | -9.5% | +11.9% | +4.4% |
| 30D | +1.4% | -6.6% | +8.0% | +2.4% |
| 3M | -8.2% | +31.4% | -39.6% | -15.1% |
| 6M | +127.0% | +35.2% | +91.8% | +106.8% |
| YTD | +209.1% | +5.8% | +203.3% | +197.1% |
| 1Y | +365.4% | +38.7% | +326.8% | +313.4% |
| 3Y | +1,135.4% | +175.8% | +959.6% | +783.5% |
| All | +1,019.5% | +111.8% | +907.7% | +674.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling