-35.8%
STZ vs XPO
+121.4%
-157.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.5% | 0.0% |
| 7D | +11.8% | -3.6% | +15.4% | +12.2% |
| 30D | +26.0% | -3.8% | +29.8% | +26.4% |
| 3M | +11.5% | -11.8% | +23.4% | +12.9% |
| 6M | -2.0% | -15.0% | +13.0% | -0.6% |
| YTD | +7.9% | +29.9% | -22.0% | +4.2% |
| 1Y | +13.9% | +27.6% | -13.7% | +10.2% |
| All | -35.8% | +121.4% | -157.2% | -41.7% |
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