+52.0%
STT vs XPO
+38.8%
+13.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -0.1% | +3.5% | -3.6% | -0.9% |
| 30D | -1.7% | +2.8% | -4.5% | -2.5% |
| 3M | -6.4% | -7.5% | +1.1% | -4.7% |
| 6M | +17.7% | -5.9% | +23.6% | +18.5% |
| YTD | +36.9% | +38.4% | -1.5% | +22.7% |
| 1Y | +52.0% | +33.7% | +18.3% | +37.1% |
| All | +52.0% | +38.8% | +13.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling