+1,972.8%
STX vs XPO
+1,266.4%
+706.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.8% |
| 7D | +14.6% | +9.0% | +5.6% | +11.8% |
| 30D | -26.0% | +4.2% | -30.1% | -26.7% |
| 3M | -42.6% | -8.7% | -34.0% | -41.0% |
| 6M | -35.3% | -2.8% | -32.5% | -34.9% |
| YTD | +92.5% | +41.9% | +50.6% | +71.9% |
| 1Y | +102.4% | +42.3% | +60.1% | +80.1% |
| 3Y | +673.8% | +127.3% | +546.6% | +475.6% |
| 5Y | +463.1% | +306.4% | +156.7% | +232.3% |
| All | +1,972.8% | +1,266.4% | +706.4% | +714.2% |
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