-65.6%
STLA vs XPO
+159.4%
-225.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | +0.7% | +2.7% | -1.9% | 0.0% |
| 30D | -2.4% | -6.2% | +3.8% | -0.8% |
| 3M | -23.9% | -15.4% | -8.5% | -20.5% |
| 6M | -24.6% | +0.7% | -25.4% | -25.1% |
| YTD | -50.5% | +39.8% | -90.3% | -56.5% |
| 1Y | -39.8% | +43.3% | -83.2% | -47.9% |
| 3Y | -65.6% | +166.0% | -231.7% | -74.4% |
| All | -65.6% | +159.4% | -225.1% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling