-52.6%
STLA vs XPO
+38.8%
-91.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | +3.6% | +2.8% | +0.7% | +3.1% |
| 3M | -20.6% | -7.5% | -13.2% | -20.0% |
| 6M | -34.3% | -5.9% | -28.4% | -33.6% |
| YTD | -57.3% | +38.4% | -95.7% | -61.0% |
| 1Y | -52.6% | +33.7% | -86.3% | -56.2% |
| All | -52.6% | +38.8% | -91.4% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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