Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs XPO✓SelectedUSD · XPOSTRL vs XPO performance historyLatest closeAs of-1.40%09/09
Stock and ETF performance explorer

STRL vs XPO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,301.3%
XPO return
+1,410.5%
Excess return
+5,890.9%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioXPOExcessAlpha
1D-1.4%-3.1%+1.7%-0.2%
7D+8.2%-0.9%+9.1%+8.6%
30D-6.3%-8.1%+1.8%-3.0%
3M-41.2%-19.0%-22.2%-36.0%
6M+20.4%-5.2%+25.5%+23.8%
YTD+61.7%+35.6%+26.1%+44.4%
1Y+72.7%+41.1%+31.6%+50.4%
3Y+530.9%+157.9%+373.0%+319.3%
5Y+2,125.4%+265.6%+1,859.8%+1,118.5%
10Y+7,301.3%+1,516.8%+5,784.5%+2,236.7%
All+7,301.3%+1,410.5%+5,890.9%+2,236.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling