+75.1%
SAP vs XPO
+122.0%
-46.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -0.7% | -6.7% | +6.0% | +0.1% |
| 30D | +11.1% | -1.9% | +13.0% | +11.2% |
| 3M | +17.0% | -9.9% | +26.9% | +18.3% |
| 6M | +34.8% | -16.4% | +51.2% | +37.4% |
| YTD | -2.2% | +30.2% | -32.4% | -7.1% |
| 1Y | -6.4% | +29.9% | -36.3% | -11.2% |
| 3Y | +75.1% | +122.6% | -47.5% | +49.8% |
| All | +75.1% | +122.0% | -46.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling