+224.0%
SAP vs XPO
+1,356.2%
-1,132.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +8.8% | +2.6% | +6.2% | +8.0% |
| 3M | +12.1% | -6.1% | +18.2% | +13.2% |
| 6M | +34.6% | -8.0% | +42.5% | +35.9% |
| YTD | -2.1% | +38.5% | -40.6% | -10.6% |
| 1Y | -5.5% | +35.0% | -40.6% | -13.4% |
| 3Y | +67.4% | +126.5% | -59.0% | +29.7% |
| 5Y | +74.6% | +315.4% | -240.9% | +10.5% |
| 10Y | +224.0% | +1,272.1% | -1,048.1% | +70.4% |
| All | +224.0% | +1,356.2% | -1,132.2% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling