+179.0%
SAP vs XPO
+1,410.5%
-1,231.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.5% |
| 7D | -0.3% | -0.9% | +0.7% | -0.1% |
| 30D | +0.3% | -8.1% | +8.4% | +1.9% |
| 3M | +16.9% | -19.0% | +35.9% | +21.7% |
| 6M | +6.3% | -5.2% | +11.5% | +6.6% |
| YTD | -12.4% | +35.6% | -48.0% | -19.4% |
| 1Y | -21.6% | +41.1% | -62.7% | -29.0% |
| 3Y | +54.8% | +157.9% | -103.1% | +16.1% |
| 5Y | +56.2% | +265.6% | -209.5% | +2.2% |
| 10Y | +179.0% | +1,516.8% | -1,337.8% | +39.3% |
| All | +179.0% | +1,410.5% | -1,231.4% | +39.3% |
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 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