+3,621.5%
STX vs XPO
+1,410.5%
+2,211.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.1% |
| 7D | +9.6% | -0.9% | +10.5% | +9.9% |
| 30D | +10.6% | -8.1% | +18.7% | +13.6% |
| 3M | +4.8% | -19.0% | +23.8% | +11.3% |
| 6M | +137.3% | -5.2% | +142.4% | +139.7% |
| YTD | +222.5% | +35.6% | +186.9% | +191.7% |
| 1Y | +366.2% | +41.1% | +325.1% | +312.8% |
| 3Y | +1,352.9% | +157.9% | +1,195.0% | +933.0% |
| 5Y | +1,077.4% | +265.6% | +811.8% | +611.3% |
| 10Y | +3,621.5% | +1,516.8% | +2,104.7% | +1,117.3% |
| All | +3,621.5% | +1,410.5% | +2,211.0% | +1,117.3% |
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