-66.3%
SE vs XPO
+262.4%
-328.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.8% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -5.3% | -8.1% | +2.8% | -2.1% |
| 3M | +28.1% | -19.0% | +47.1% | +38.7% |
| 6M | +20.7% | -5.2% | +25.8% | +20.5% |
| YTD | -14.8% | +35.6% | -50.4% | -29.6% |
| 1Y | -43.6% | +41.1% | -84.7% | -55.1% |
| 3Y | +184.2% | +157.9% | +26.3% | +37.7% |
| 5Y | -66.3% | +265.6% | -331.9% | -89.0% |
| All | -66.3% | +262.4% | -328.7% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling