+96.5%
STM vs XPO
+38.8%
+57.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.4% | -5.3% |
| 7D | -6.0% | +3.5% | -9.5% | -7.7% |
| 30D | -20.9% | +2.8% | -23.8% | -22.1% |
| 3M | -15.8% | -7.5% | -8.3% | -12.7% |
| 6M | -17.0% | -5.9% | -11.1% | -14.8% |
| YTD | +76.8% | +38.4% | +38.4% | +57.3% |
| 1Y | +96.5% | +33.7% | +62.8% | +75.9% |
| All | +96.5% | +38.8% | +57.7% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling