+275.6%
SFM vs XPO
+1,516.3%
-1,240.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -10.6% | -5.7% | -5.0% | -10.1% |
| 30D | -15.5% | -12.8% | -2.7% | -14.4% |
| 3M | -17.4% | -20.0% | +2.5% | -15.8% |
| 6M | -3.4% | -6.0% | +2.6% | -3.3% |
| YTD | -8.7% | +34.0% | -42.7% | -12.2% |
| 1Y | -47.2% | +35.6% | -82.7% | -49.6% |
| 3Y | +82.7% | +152.3% | -69.6% | +59.6% |
| 5Y | +214.3% | +264.4% | -50.1% | +154.7% |
| All | +275.6% | +1,516.3% | -1,240.7% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling