+9,273.5%
STLD vs XPO
+10,316.6%
-1,043.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.4% |
| 7D | +3.1% | +2.4% | +0.7% | +2.7% |
| 30D | -9.0% | -3.5% | -5.4% | -8.5% |
| 3M | -12.4% | -11.9% | -0.4% | -10.6% |
| 6M | +25.5% | -10.0% | +35.5% | +27.3% |
| YTD | +43.6% | +42.1% | +1.5% | +34.6% |
| 1Y | +87.2% | +47.6% | +39.6% | +73.6% |
| 3Y | +135.2% | +153.6% | -18.3% | +96.3% |
| 5Y | +290.9% | +266.5% | +24.4% | +200.1% |
| 10Y | +1,113.5% | +1,460.4% | -347.0% | +667.4% |
| All | +9,273.5% | +10,316.6% | -1,043.1% | +4,852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling