+133.6%
SFM vs XPO
+1,266.4%
-1,132.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +6.0% | +9.0% | -2.9% | +5.2% |
| 30D | -19.5% | +4.2% | -23.6% | -19.8% |
| 3M | -37.0% | -8.7% | -28.4% | -36.5% |
| 6M | -41.0% | -2.8% | -38.3% | -41.0% |
| YTD | -34.6% | +41.9% | -76.5% | -37.6% |
| 1Y | -36.3% | +42.3% | -78.6% | -39.2% |
| 3Y | +24.5% | +127.3% | -102.7% | +10.2% |
| 5Y | +115.9% | +306.4% | -190.5% | +72.8% |
| All | +133.6% | +1,266.4% | -1,132.8% | +49.9% |
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