-28.4%
STZ vs EXPD
+52.5%
-80.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +0.3% |
| 7D | +11.8% | -4.8% | +16.6% | +12.8% |
| 30D | +26.0% | -1.5% | +27.5% | +26.2% |
| 3M | +11.5% | +4.1% | +7.4% | +10.3% |
| 6M | -2.0% | +24.0% | -26.0% | -6.9% |
| YTD | +7.9% | +27.4% | -19.5% | +0.8% |
| 1Y | +13.9% | +38.4% | -24.5% | +4.1% |
| 3Y | -35.8% | +73.2% | -109.0% | -45.8% |
| 5Y | -28.4% | +59.9% | -88.3% | -40.1% |
| All | -28.4% | +52.5% | -80.9% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling