+196.2%
STM vs XPO
+10,095.4%
-9,899.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.5% |
| 30D | -8.4% | +4.7% | -13.1% | -9.1% |
| 3M | -15.8% | -7.1% | -8.7% | -14.5% |
| 6M | -22.8% | -6.3% | -16.6% | -21.8% |
| YTD | +79.4% | +39.1% | +40.3% | +68.3% |
| 1Y | +97.0% | +36.7% | +60.3% | +85.2% |
| 3Y | +14.2% | +127.4% | -113.2% | -4.1% |
| 5Y | -4.5% | +315.0% | -319.4% | -29.6% |
| 10Y | +463.1% | +1,263.5% | -800.4% | +249.8% |
| All | +196.2% | +10,095.4% | -9,899.2% | +50.2% |
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