-48.8%
SE vs XPO
+38.8%
-87.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.5% |
| 7D | +6.7% | +3.5% | +3.2% | +6.5% |
| 30D | -17.2% | +2.8% | -20.0% | -17.3% |
| 3M | -28.0% | -7.5% | -20.6% | -27.8% |
| 6M | -6.1% | -5.9% | -0.2% | -6.3% |
| YTD | -37.1% | +38.4% | -75.5% | -38.7% |
| 1Y | -48.8% | +33.7% | -82.5% | -50.0% |
| All | -48.8% | +38.8% | -87.5% | -50.0% |
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