-77.4%
STLA vs XPO
+133.2%
-210.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.6% |
| 7D | -13.8% | +9.0% | -22.7% | -15.8% |
| 30D | -10.5% | +4.2% | -14.7% | -11.7% |
| 3M | -28.9% | -8.7% | -20.2% | -27.3% |
| 6M | -49.7% | -2.8% | -47.0% | -49.7% |
| YTD | -64.9% | +41.9% | -106.8% | -69.5% |
| 1Y | -64.0% | +42.3% | -106.4% | -68.9% |
| 3Y | -77.4% | +127.3% | -204.7% | -83.2% |
| All | -77.4% | +133.2% | -210.7% | -83.2% |
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 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