-46.8%
STZ vs XPO
+155.9%
-202.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -1.9% | -3.5% | +1.7% | -1.6% |
| 3M | -6.2% | -11.9% | +5.7% | -5.1% |
| 6M | -14.0% | -10.0% | -4.0% | -13.3% |
| YTD | -5.1% | +42.1% | -47.2% | -9.2% |
| 1Y | -9.6% | +47.6% | -57.2% | -14.0% |
| All | -46.8% | +155.9% | -202.7% | -53.3% |
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