+358.3%
SE vs XPO
+723.8%
-365.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | +6.9% | -8.3% | -3.9% |
| 30D | -22.3% | +4.1% | -26.4% | -23.6% |
| 3M | -41.8% | -9.7% | -32.1% | -39.9% |
| 6M | -22.4% | -3.8% | -18.6% | -22.6% |
| YTD | -41.6% | +38.8% | -80.3% | -50.5% |
| 1Y | -48.0% | +34.2% | -82.2% | -55.6% |
| 3Y | +63.9% | +126.9% | -63.1% | +4.2% |
| 5Y | -78.2% | +297.5% | -375.7% | -89.7% |
| All | +358.3% | +723.8% | -365.5% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling