+14.2%
STZ vs EXPD
+35.2%
-21.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.8% |
| 7D | +4.9% | -7.2% | +12.1% | +4.8% |
| 30D | +20.9% | -3.3% | +24.1% | +20.7% |
| 3M | +8.0% | +3.4% | +4.6% | +7.8% |
| 6M | -5.3% | +22.7% | -28.0% | -5.4% |
| YTD | +5.9% | +24.5% | -18.6% | +4.1% |
| 1Y | +14.2% | +38.6% | -24.4% | +10.4% |
| All | +14.2% | +35.2% | -21.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling