-21.6%
SAP vs XPO
+39.4%
-61.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.9% |
| 7D | -0.3% | -0.9% | +0.7% | -0.2% |
| 30D | +0.3% | -8.1% | +8.4% | +0.7% |
| 3M | +16.9% | -19.0% | +35.9% | +18.4% |
| 6M | +6.3% | -5.2% | +11.5% | +6.4% |
| YTD | -12.4% | +35.6% | -48.0% | -14.7% |
| 1Y | -21.6% | +41.1% | -62.7% | -23.1% |
| All | -21.6% | +39.4% | -61.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling