+1,043.5%
STZ vs XPO
+9,420.0%
-8,376.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.5% | -0.2% |
| 7D | +11.8% | -3.6% | +15.4% | +12.1% |
| 30D | +26.0% | -3.8% | +29.8% | +26.3% |
| 3M | +11.5% | -11.8% | +23.4% | +12.4% |
| 6M | -2.0% | -15.0% | +13.0% | -1.0% |
| YTD | +7.9% | +29.9% | -22.0% | +5.4% |
| 1Y | +13.9% | +27.6% | -13.7% | +11.5% |
| 3Y | -35.8% | +121.9% | -157.8% | -40.3% |
| 5Y | -28.4% | +277.9% | -306.3% | -36.6% |
| 10Y | +7.1% | +1,371.4% | -1,364.3% | -12.0% |
| All | +1,043.5% | +9,420.0% | -8,376.5% | +807.1% |
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