+87.2%
STLD vs XPO
+53.4%
+33.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.9% |
| 7D | +3.1% | +2.4% | +0.7% | +2.3% |
| 30D | -9.0% | -3.5% | -5.4% | -8.1% |
| 3M | -12.4% | -11.9% | -0.4% | -9.4% |
| 6M | +25.5% | -10.0% | +35.5% | +27.6% |
| YTD | +43.6% | +42.1% | +1.5% | +32.1% |
| 1Y | +87.2% | +47.6% | +39.6% | +74.8% |
| All | +87.2% | +53.4% | +33.8% | +74.8% |
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