+74.7%
STT vs XPO
+53.4%
+21.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.8% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +3.9% | -3.5% | +7.4% | +4.6% |
| 3M | +20.0% | -11.9% | +31.9% | +22.9% |
| 6M | +55.3% | -10.0% | +65.3% | +57.6% |
| YTD | +53.3% | +42.1% | +11.3% | +42.7% |
| 1Y | +74.7% | +47.6% | +27.1% | +64.2% |
| All | +74.7% | +53.4% | +21.3% | +64.2% |
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