+515.0%
STRL vs XPO
+165.6%
+349.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.5% | +1.3% | +3.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.3% |
| 30D | -9.2% | -3.5% | -5.7% | -7.6% |
| 3M | -51.0% | -11.9% | -39.1% | -48.1% |
| 6M | +15.8% | -10.0% | +25.7% | +21.4% |
| YTD | +58.9% | +42.1% | +16.8% | +39.7% |
| 1Y | +68.5% | +47.6% | +20.9% | +44.7% |
| All | +515.0% | +165.6% | +349.5% | +329.0% |
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