+11,247.2%
STZ vs EXPD
+24,387.5%
-13,140.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +5.9% |
| 7D | +13.0% | +0.3% | +12.7% | +12.9% |
| 30D | +29.4% | +1.8% | +27.6% | +28.9% |
| 3M | +11.6% | +8.9% | +2.7% | +9.7% |
| 6M | -0.2% | +42.2% | -42.5% | -6.9% |
| YTD | +8.6% | +33.4% | -24.8% | +1.9% |
| 1Y | +15.9% | +47.2% | -31.2% | +6.8% |
| 3Y | -35.4% | +81.3% | -116.7% | -43.2% |
| 5Y | -26.9% | +60.2% | -87.1% | -34.9% |
| 10Y | +7.8% | +339.5% | -331.8% | -20.3% |
| All | +11,247.2% | +24,387.5% | -13,140.3% | +6,126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling