+47.6%
STLA vs XPO
+1,517.7%
-1,470.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -3.1% | -10.4% | +7.2% | +0.4% |
| 3M | -19.6% | -15.7% | -3.9% | -15.2% |
| 6M | -23.5% | -6.3% | -17.1% | -22.3% |
| YTD | -51.5% | +34.2% | -85.7% | -57.7% |
| 1Y | -39.7% | +39.9% | -79.6% | -48.6% |
| 3Y | -66.3% | +155.2% | -221.6% | -78.1% |
| 5Y | -63.1% | +264.7% | -327.8% | -80.4% |
| All | +47.6% | +1,517.7% | -1,470.2% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling