-77.8%
SE vs XPO
+315.9%
-393.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -7.7% | +0.5% | -8.2% | -7.9% |
| 30D | -22.8% | +4.7% | -27.5% | -24.5% |
| 3M | -43.7% | -7.1% | -36.7% | -42.3% |
| 6M | -12.8% | -6.3% | -6.6% | -12.4% |
| YTD | -42.0% | +39.1% | -81.1% | -52.9% |
| 1Y | -48.0% | +36.7% | -84.7% | -57.8% |
| 3Y | +62.7% | +127.4% | -64.7% | -14.2% |
| 5Y | -77.8% | +315.0% | -392.8% | -93.4% |
| All | -77.8% | +315.9% | -393.7% | -93.4% |
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