+233.9%
STM vs XPO
+10,316.6%
-10,082.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.0% |
| 7D | +5.8% | +2.4% | +3.4% | +5.3% |
| 30D | -1.0% | -3.5% | +2.5% | -0.3% |
| 3M | -33.3% | -11.9% | -21.3% | -31.6% |
| 6M | +57.4% | -10.0% | +67.3% | +60.7% |
| YTD | +102.2% | +42.1% | +60.1% | +88.7% |
| 1Y | +99.6% | +47.6% | +52.0% | +84.6% |
| 3Y | +14.5% | +153.6% | -139.1% | -6.2% |
| 5Y | +21.4% | +266.5% | -245.1% | -9.0% |
| 10Y | +695.0% | +1,460.4% | -765.5% | +385.2% |
| All | +233.9% | +10,316.6% | -10,082.6% | +68.4% |
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