+266.4%
STT vs XPO
+1,410.5%
-1,144.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +2.8% | -8.1% | +10.9% | +5.5% |
| 3M | +18.1% | -19.0% | +37.2% | +25.7% |
| 6M | +59.2% | -5.2% | +64.4% | +60.3% |
| YTD | +51.5% | +35.6% | +15.9% | +34.6% |
| 1Y | +75.7% | +41.1% | +34.6% | +52.7% |
| 3Y | +200.8% | +157.9% | +42.9% | +99.7% |
| 5Y | +155.8% | +265.6% | -109.9% | +40.8% |
| 10Y | +266.4% | +1,516.8% | -1,250.4% | +20.0% |
| All | +266.4% | +1,410.5% | -1,144.1% | +20.0% |
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 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