-48.0%
SE vs XPO
+36.4%
-84.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +6.9% | -8.3% | -1.9% |
| 30D | -22.3% | +4.1% | -26.4% | -22.5% |
| 3M | -41.8% | -9.7% | -32.1% | -41.6% |
| 6M | -22.4% | -3.8% | -18.6% | -22.8% |
| YTD | -41.6% | +38.8% | -80.3% | -43.0% |
| 1Y | -48.0% | +34.2% | -82.2% | -49.2% |
| All | -48.0% | +36.4% | -84.4% | -49.2% |
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