+3,972.8%
STX vs XPO
+10,073.3%
-6,100.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +16.8% | +6.9% | +10.0% | +15.7% |
| 30D | -27.0% | +4.1% | -31.1% | -27.4% |
| 3M | -37.9% | -9.7% | -28.1% | -36.8% |
| 6M | -32.5% | -3.8% | -28.7% | -32.1% |
| YTD | +98.6% | +38.8% | +59.8% | +88.0% |
| 1Y | +93.6% | +34.2% | +59.4% | +84.1% |
| 3Y | +699.1% | +126.9% | +572.1% | +590.4% |
| 5Y | +481.0% | +297.5% | +183.5% | +351.3% |
| 10Y | +2,082.0% | +1,260.5% | +821.5% | +1,324.7% |
| All | +3,972.8% | +10,073.3% | -6,100.4% | +2,041.1% |
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