+1,144.9%
STX vs XPO
+271.9%
+872.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +155.1% |
| YTD | +229.2% | +39.8% | +189.4% | +195.2% |
| 1Y | +381.8% | +43.3% | +338.5% | +324.9% |
| 3Y | +1,383.2% | +166.0% | +1,217.1% | +950.3% |
| 5Y | +1,144.9% | +274.2% | +870.7% | +640.6% |
| All | +1,144.9% | +271.9% | +872.9% | +640.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling