+75.7%
STT vs XPO
+39.4%
+36.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +2.8% | -8.1% | +10.9% | +4.6% |
| 3M | +18.1% | -19.0% | +37.2% | +23.4% |
| 6M | +59.2% | -5.2% | +64.4% | +59.9% |
| YTD | +51.5% | +35.6% | +15.9% | +42.2% |
| 1Y | +75.7% | +41.1% | +34.6% | +66.7% |
| All | +75.7% | +39.4% | +36.2% | +66.7% |
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 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