+1,383.2%
STX vs XPO
+159.4%
+1,223.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.0% |
| 7D | +10.7% | +2.7% | +8.1% | +9.9% |
| 30D | +11.3% | -6.2% | +17.5% | +13.6% |
| 3M | +3.2% | -15.4% | +18.6% | +8.1% |
| 6M | +157.0% | +0.7% | +156.2% | +154.9% |
| YTD | +229.2% | +39.8% | +189.4% | +194.9% |
| 1Y | +381.8% | +43.3% | +338.5% | +324.7% |
| 3Y | +1,383.2% | +166.0% | +1,217.1% | +1,031.7% |
| All | +1,383.2% | +159.4% | +1,223.7% | +1,031.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling