+9,818.1%
STZ vs EXPD
+23,286.4%
-13,468.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -1.9% | +4.1% | -6.0% | -2.7% |
| 3M | -6.2% | +17.9% | -24.1% | -9.2% |
| 6M | -14.0% | +29.2% | -43.2% | -18.3% |
| YTD | -5.1% | +27.4% | -32.5% | -10.1% |
| 1Y | -9.6% | +56.8% | -66.4% | -17.8% |
| 3Y | -47.2% | +68.0% | -115.3% | -52.9% |
| 5Y | -33.6% | +61.9% | -95.4% | -40.9% |
| 10Y | -9.8% | +316.0% | -325.8% | -32.5% |
| All | +9,818.1% | +23,286.4% | -13,468.2% | +5,394.4% |
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 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