+236.6%
SAP vs XPO
+1,266.4%
-1,029.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.1% |
| 7D | +0.6% | +9.0% | -8.3% | -1.2% |
| 30D | +6.5% | +4.2% | +2.4% | +5.4% |
| 3M | +12.2% | -8.7% | +20.9% | +14.0% |
| 6M | +46.1% | -2.8% | +48.8% | +45.8% |
| YTD | -1.6% | +41.9% | -43.5% | -10.7% |
| 1Y | -5.1% | +42.3% | -47.4% | -14.0% |
| 3Y | +68.4% | +127.3% | -58.9% | +30.3% |
| 5Y | +79.4% | +306.4% | -227.0% | +14.2% |
| All | +236.6% | +1,266.4% | -1,029.8% | +72.7% |
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 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