-72.5%
STLA vs XPO
+315.9%
-388.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | -11.6% | +0.5% | -12.1% | -11.8% |
| 30D | -6.2% | +4.7% | -10.9% | -7.8% |
| 3M | -24.6% | -7.1% | -17.5% | -23.2% |
| 6M | -44.9% | -6.3% | -38.7% | -44.2% |
| YTD | -62.3% | +39.1% | -101.3% | -67.5% |
| 1Y | -61.8% | +36.7% | -98.5% | -66.9% |
| 3Y | -75.3% | +127.4% | -202.8% | -83.2% |
| 5Y | -72.5% | +315.0% | -387.5% | -86.7% |
| All | -72.5% | +315.9% | -388.4% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling