+906.0%
STZ vs XPO
+10,316.6%
-9,410.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.0% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | -1.9% | -3.5% | +1.7% | -1.7% |
| 3M | -6.2% | -11.9% | +5.7% | -5.5% |
| 6M | -14.0% | -10.0% | -4.0% | -13.6% |
| YTD | -5.1% | +42.1% | -47.2% | -7.8% |
| 1Y | -9.6% | +47.6% | -57.2% | -12.5% |
| 3Y | -47.2% | +153.6% | -200.8% | -51.4% |
| 5Y | -33.6% | +266.5% | -300.1% | -41.1% |
| 10Y | -9.8% | +1,460.4% | -1,470.2% | -26.2% |
| All | +906.0% | +10,316.6% | -9,410.6% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling