+550.2%
STT vs XPO
+10,316.6%
-9,766.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.6% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | +3.9% | -3.5% | +7.4% | +4.4% |
| 3M | +20.0% | -11.9% | +31.9% | +22.3% |
| 6M | +55.3% | -10.0% | +65.3% | +57.4% |
| YTD | +53.3% | +42.1% | +11.3% | +43.1% |
| 1Y | +74.7% | +47.6% | +27.1% | +61.3% |
| 3Y | +205.8% | +153.6% | +52.3% | +151.2% |
| 5Y | +145.0% | +266.5% | -121.5% | +84.5% |
| 10Y | +266.0% | +1,460.4% | -1,194.4% | +122.4% |
| All | +550.2% | +10,316.6% | -9,766.3% | +218.9% |
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