+91.1%
SFM vs XPO
+159.4%
-68.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.4% |
| 7D | -5.8% | +2.7% | -8.5% | -5.9% |
| 30D | -11.4% | -6.2% | -5.2% | -11.2% |
| 3M | -12.2% | -15.4% | +3.2% | -11.7% |
| 6M | -5.2% | +0.7% | -5.9% | -5.4% |
| YTD | -4.5% | +39.8% | -44.3% | -7.4% |
| 1Y | -45.4% | +43.3% | -88.7% | -47.3% |
| 3Y | +91.1% | +166.0% | -75.0% | +75.1% |
| All | +91.1% | +159.4% | -68.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling