+56.8%
SAP vs XPO
+271.9%
-215.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.3% | +2.7% | -2.9% | -0.8% |
| 30D | +2.6% | -6.2% | +8.8% | +3.7% |
| 3M | +16.3% | -15.4% | +31.7% | +19.6% |
| 6M | +6.4% | +0.7% | +5.6% | +5.4% |
| YTD | -11.4% | +39.8% | -51.3% | -18.7% |
| 1Y | -20.4% | +43.3% | -63.7% | -27.7% |
| 3Y | +56.5% | +166.0% | -109.5% | +15.8% |
| 5Y | +56.8% | +274.2% | -217.4% | -4.3% |
| All | +56.8% | +271.9% | -215.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling