+293.4%
STLD vs XPO
+271.9%
+21.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -9.9% | -15.4% | +5.5% | -5.3% |
| 6M | +33.0% | +0.7% | +32.3% | +31.6% |
| YTD | +42.6% | +39.8% | +2.7% | +26.4% |
| 1Y | +80.8% | +43.3% | +37.4% | +57.8% |
| 3Y | +143.4% | +166.0% | -22.6% | +66.7% |
| 5Y | +293.4% | +274.2% | +19.2% | +113.3% |
| All | +293.4% | +271.9% | +21.5% | +113.3% |
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