+878.4%
SAP vs XPO
+10,095.4%
-9,217.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | +7.5% | +4.7% | +2.8% | +6.8% |
| 3M | +11.6% | -7.1% | +18.7% | +12.4% |
| 6M | +37.6% | -6.3% | +43.9% | +38.1% |
| YTD | -2.0% | +39.1% | -41.0% | -6.3% |
| 1Y | -6.4% | +36.7% | -43.1% | -10.4% |
| 3Y | +67.7% | +127.4% | -59.7% | +48.7% |
| 5Y | +75.7% | +315.0% | -239.3% | +43.2% |
| 10Y | +229.3% | +1,263.5% | -1,034.1% | +137.9% |
| All | +878.4% | +10,095.4% | -9,217.0% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling