+258.8%
STLD vs XPO
+275.5%
-16.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -11.1% | -6.7% | -4.5% | -9.0% |
| 30D | -4.8% | -1.9% | -2.9% | -4.2% |
| 3M | -14.6% | -9.9% | -4.7% | -11.8% |
| 6M | -7.4% | -16.4% | +9.0% | -2.6% |
| YTD | +32.6% | +30.2% | +2.4% | +20.0% |
| 1Y | +47.3% | +29.9% | +17.4% | +33.1% |
| 3Y | +107.5% | +122.6% | -15.1% | +50.3% |
| All | +258.8% | +275.5% | -16.7% | +96.4% |
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 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