+167.1%
STM vs XPO
+9,445.4%
-9,278.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | -10.7% | -6.7% | -4.1% | -9.4% |
| 30D | -25.7% | -1.9% | -23.8% | -25.4% |
| 3M | -21.6% | -9.9% | -11.7% | -19.8% |
| 6M | -27.8% | -16.4% | -11.4% | -25.2% |
| YTD | +61.8% | +30.2% | +31.6% | +53.7% |
| 1Y | +78.1% | +29.9% | +48.2% | +69.1% |
| 3Y | +4.9% | +122.6% | -117.7% | -11.5% |
| 5Y | -14.3% | +278.9% | -293.1% | -35.7% |
| 10Y | +414.1% | +1,375.3% | -961.2% | +218.9% |
| All | +167.1% | +9,445.4% | -9,278.2% | +37.2% |
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