+484.5%
STT vs XPO
+10,073.3%
-9,588.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.1% | +6.9% | -1.7% | +3.9% |
| 30D | -0.2% | +4.1% | -4.3% | -1.0% |
| 3M | -8.1% | -9.7% | +1.6% | -6.7% |
| 6M | +16.6% | -3.8% | +20.4% | +16.9% |
| YTD | +37.8% | +38.8% | -0.9% | +29.0% |
| 1Y | +46.8% | +34.2% | +12.6% | +38.1% |
| 3Y | +181.2% | +126.9% | +54.2% | +135.7% |
| 5Y | +105.1% | +297.5% | -192.4% | +52.6% |
| 10Y | +202.3% | +1,260.5% | -1,058.2% | +86.5% |
| All | +484.5% | +10,073.3% | -9,588.8% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling