+196.3%
SE vs XPO
+159.4%
+36.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.6% | +2.7% | -2.1% | 0.0% |
| 30D | -0.1% | -6.2% | +6.1% | +1.2% |
| 3M | +34.1% | -15.4% | +49.5% | +38.6% |
| 6M | +23.2% | +0.7% | +22.5% | +21.4% |
| YTD | -11.2% | +39.8% | -51.0% | -20.4% |
| 1Y | -40.5% | +43.3% | -83.8% | -47.5% |
| 3Y | +196.3% | +166.0% | +30.2% | +105.6% |
| All | +196.3% | +159.4% | +36.9% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling