-40.7%
STLA vs XPO
+39.4%
-80.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -5.2% | -8.1% | +2.9% | -4.3% |
| 3M | -24.9% | -19.0% | -5.8% | -23.1% |
| 6M | -25.2% | -5.2% | -20.0% | -24.3% |
| YTD | -51.4% | +35.6% | -87.0% | -53.9% |
| 1Y | -40.7% | +41.1% | -81.8% | -42.9% |
| All | -40.7% | +39.4% | -80.1% | -42.9% |
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