+664.5%
STM vs XPO
+1,410.5%
-745.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | -5.2% | -8.1% | +2.9% | -1.9% |
| 3M | -29.6% | -19.0% | -10.6% | -23.5% |
| 6M | +54.4% | -5.2% | +59.5% | +57.4% |
| YTD | +99.5% | +35.6% | +64.0% | +75.2% |
| 1Y | +100.8% | +41.1% | +59.7% | +72.3% |
| 3Y | +20.2% | +157.9% | -137.7% | -24.6% |
| 5Y | +21.1% | +265.6% | -244.5% | -38.7% |
| 10Y | +664.5% | +1,516.8% | -852.3% | +153.9% |
| All | +664.5% | +1,410.5% | -745.9% | +153.9% |
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