+12.5%
STZ vs XPO
+1,356.2%
-1,343.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.3% | -1.5% | +6.9% | +5.5% |
| 30D | +19.6% | +2.6% | +17.0% | +19.0% |
| 3M | +10.0% | -6.1% | +16.1% | +10.8% |
| 6M | -0.3% | -8.0% | +7.7% | +0.5% |
| YTD | +8.6% | +38.5% | -29.9% | +1.8% |
| 1Y | +16.6% | +35.0% | -18.4% | +9.7% |
| 3Y | -34.8% | +126.5% | -161.2% | -45.6% |
| 5Y | -27.8% | +315.4% | -343.3% | -48.2% |
| 10Y | +12.5% | +1,272.1% | -1,259.6% | -30.8% |
| All | +12.5% | +1,356.2% | -1,343.7% | -30.8% |
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