+799.0%
SAP vs XPO
+10,316.6%
-9,517.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.4% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | +9.0% | -3.5% | +12.5% | +9.4% |
| 3M | +14.9% | -11.9% | +26.9% | +16.3% |
| 6M | +11.9% | -10.0% | +21.9% | +12.7% |
| YTD | -9.9% | +42.1% | -52.0% | -14.0% |
| 1Y | -19.5% | +47.6% | -67.1% | -23.8% |
| 3Y | +61.8% | +153.6% | -91.8% | +41.7% |
| 5Y | +56.2% | +266.5% | -210.3% | +28.7% |
| 10Y | +180.6% | +1,460.4% | -1,279.8% | +100.9% |
| All | +799.0% | +10,316.6% | -9,517.5% | +475.8% |
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 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