+11.8%
STZ vs XPO
+1,289.5%
-1,277.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +14.9% | +4.7% | +10.2% | +14.0% |
| 3M | +8.4% | -7.1% | +15.5% | +9.4% |
| 6M | +2.8% | -6.3% | +9.1% | +3.3% |
| YTD | +7.5% | +39.1% | -31.5% | +0.8% |
| 1Y | +12.5% | +36.7% | -24.1% | +5.7% |
| 3Y | -35.4% | +127.4% | -162.8% | -46.2% |
| 5Y | -29.3% | +315.0% | -344.3% | -49.2% |
| 10Y | +11.8% | +1,263.5% | -1,251.7% | -31.5% |
| All | +11.8% | +1,289.5% | -1,277.7% | -31.5% |
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