+239.2%
STRL vs XPO
+122.0%
+117.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | -26.9% | -6.7% | -20.3% | -24.2% |
| 30D | -52.7% | -1.9% | -50.8% | -52.2% |
| 3M | -52.8% | -9.9% | -43.0% | -50.4% |
| 6M | -71.5% | -16.4% | -55.1% | -69.0% |
| YTD | -17.4% | +30.2% | -47.6% | -24.3% |
| 1Y | -35.0% | +29.9% | -64.8% | -40.5% |
| 3Y | +239.2% | +122.6% | +116.6% | +154.7% |
| All | +239.2% | +122.0% | +117.2% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling