+103.1%
STT vs XPO
+306.2%
-203.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.8% |
| 7D | +4.8% | +9.0% | -4.2% | +2.2% |
| 30D | +3.9% | +4.2% | -0.2% | +2.6% |
| 3M | -8.2% | -8.7% | +0.5% | -6.0% |
| 6M | +15.6% | -2.8% | +18.4% | +15.5% |
| YTD | +37.6% | +41.9% | -4.2% | +21.7% |
| 1Y | +50.1% | +42.3% | +7.8% | +32.3% |
| 3Y | +183.1% | +127.3% | +55.8% | +102.5% |
| All | +103.1% | +306.2% | -203.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling