+5,198.2%
STX vs EXPE
+727.6%
+4,470.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | +0.2% |
| 7D | -28.5% | -9.3% | -19.1% | -26.7% |
| 30D | -42.9% | +0.1% | -43.1% | -43.4% |
| 3M | -45.9% | -15.3% | -30.6% | -44.4% |
| 6M | -41.3% | +5.5% | -46.8% | -44.4% |
| YTD | +67.9% | -8.0% | +75.9% | +62.9% |
| 1Y | +66.5% | +18.9% | +47.6% | +48.5% |
| 3Y | +588.0% | +135.5% | +452.4% | +377.7% |
| 5Y | +449.1% | +44.3% | +404.8% | +319.5% |
| 10Y | +1,982.8% | +117.7% | +1,865.1% | +1,128.6% |
| All | +5,198.2% | +727.6% | +4,470.7% | +1,028.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling