+1,080.4%
STLD vs XPO
+1,450.2%
-369.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | -8.4% | -6.2% | -2.3% | -6.6% |
| 3M | -9.9% | -15.4% | +5.5% | -5.1% |
| 6M | +33.0% | +0.7% | +32.3% | +31.5% |
| YTD | +42.6% | +39.8% | +2.7% | +25.5% |
| 1Y | +80.8% | +43.3% | +37.4% | +56.3% |
| 3Y | +143.4% | +166.0% | -22.6% | +61.9% |
| 5Y | +293.4% | +274.2% | +19.2% | +118.0% |
| 10Y | +1,080.4% | +1,429.0% | -348.6% | +262.9% |
| All | +1,080.4% | +1,450.2% | -369.8% | +262.9% |
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