+16.3%
STZ vs XPO
+1,266.4%
-1,250.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | +2.6% | +9.0% | -6.4% | +1.2% |
| 30D | +15.2% | +4.2% | +11.0% | +14.4% |
| 3M | +7.6% | -8.7% | +16.3% | +9.0% |
| 6M | +5.3% | -2.8% | +8.0% | +5.2% |
| YTD | +8.6% | +41.9% | -33.2% | +1.5% |
| 1Y | +15.6% | +42.3% | -26.8% | +7.8% |
| 3Y | -35.2% | +127.3% | -162.4% | -46.0% |
| 5Y | -29.1% | +306.4% | -335.5% | -48.8% |
| All | +16.3% | +1,266.4% | -1,250.1% | -30.5% |
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