-61.8%
STLA vs XPO
+35.6%
-97.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -11.6% | +0.5% | -12.1% | -11.7% |
| 30D | -6.2% | +4.7% | -10.9% | -6.8% |
| 3M | -24.6% | -7.1% | -17.5% | -24.0% |
| 6M | -44.9% | -6.3% | -38.7% | -44.3% |
| YTD | -62.3% | +39.1% | -101.3% | -66.1% |
| 1Y | -61.8% | +36.7% | -98.5% | -65.6% |
| All | -61.8% | +35.6% | -97.5% | -65.6% |
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