-37.0%
STZ vs XPO
+122.0%
-159.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +4.9% | -6.7% | +11.6% | +5.6% |
| 30D | +20.9% | -1.9% | +22.8% | +21.1% |
| 3M | +8.0% | -9.9% | +17.9% | +9.0% |
| 6M | -5.3% | -16.4% | +11.1% | -3.8% |
| YTD | +5.9% | +30.2% | -24.3% | +2.3% |
| 1Y | +14.2% | +29.9% | -15.7% | +10.3% |
| 3Y | -37.0% | +122.6% | -159.6% | -42.8% |
| All | -37.0% | +122.0% | -159.0% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling