-41.9%
SFM vs XPO
+53.4%
-95.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +3.7% |
| 7D | -0.1% | +2.4% | -2.5% | +0.4% |
| 30D | -4.4% | -3.5% | -0.8% | -5.0% |
| 3M | +1.5% | -11.9% | +13.5% | -0.7% |
| 6M | +6.5% | -10.0% | +16.4% | +5.9% |
| YTD | +2.2% | +42.1% | -39.9% | +13.8% |
| 1Y | -41.9% | +47.6% | -89.5% | -29.2% |
| All | -41.9% | +53.4% | -95.3% | -29.2% |
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