+3,786.6%
STRL vs XPO
+1,236.5%
+2,550.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +23.4% | +6.9% | +16.6% | +20.5% |
| 30D | -39.5% | +4.1% | -43.6% | -40.3% |
| 3M | -45.1% | -9.7% | -35.3% | -42.5% |
| 6M | -64.6% | -3.8% | -60.8% | -63.8% |
| YTD | -1.5% | +38.8% | -40.3% | -12.6% |
| 1Y | -20.8% | +34.2% | -55.0% | -29.0% |
| 3Y | +353.1% | +126.9% | +226.2% | +218.5% |
| 5Y | +942.9% | +297.5% | +645.4% | +457.4% |
| All | +3,786.6% | +1,236.5% | +2,550.1% | +1,394.1% |
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