+782.2%
STLD vs XPO
+1,421.2%
-639.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | 0.0% |
| 7D | -9.7% | -1.9% | -7.7% | -9.0% |
| 30D | -4.5% | +2.5% | -7.0% | -5.4% |
| 3M | -13.1% | -7.2% | -5.9% | -11.1% |
| 6M | -2.8% | -8.1% | +5.3% | -0.8% |
| YTD | +35.3% | +38.3% | -3.0% | +19.4% |
| 1Y | +51.4% | +33.6% | +17.8% | +34.8% |
| 3Y | +117.9% | +133.1% | -15.1% | +52.8% |
| 5Y | +272.6% | +308.9% | -36.3% | +101.3% |
| 10Y | +782.2% | +1,371.8% | -589.6% | +202.4% |
| All | +782.2% | +1,421.2% | -639.0% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling