+4.9%
STM vs XPO
+122.0%
-117.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.3% |
| 7D | -10.7% | -6.7% | -4.1% | -8.0% |
| 30D | -25.7% | -1.9% | -23.8% | -25.1% |
| 3M | -21.6% | -9.9% | -11.7% | -18.2% |
| 6M | -27.8% | -16.4% | -11.4% | -22.7% |
| YTD | +61.8% | +30.2% | +31.6% | +47.1% |
| 1Y | +78.1% | +29.9% | +48.2% | +61.5% |
| 3Y | +4.9% | +122.6% | -117.7% | -18.3% |
| All | +4.9% | +122.0% | -117.1% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling