+22.5%
STM vs XPO
+271.9%
-249.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +5.2% | +2.7% | +2.5% | +4.1% |
| 30D | -7.4% | -6.2% | -1.2% | -5.0% |
| 3M | -30.6% | -15.4% | -15.2% | -26.0% |
| 6M | +66.4% | +0.7% | +65.6% | +65.7% |
| YTD | +101.1% | +39.8% | +61.3% | +75.4% |
| 1Y | +97.4% | +43.3% | +54.1% | +69.5% |
| 3Y | +21.1% | +166.0% | -144.9% | -23.9% |
| 5Y | +22.5% | +274.2% | -251.7% | -40.9% |
| All | +22.5% | +271.9% | -249.5% | -40.9% |
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 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