+212.7%
SFM vs XPO
+262.4%
-49.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.7% |
| 7D | -7.2% | -0.9% | -6.2% | -7.1% |
| 30D | -14.3% | -8.1% | -6.2% | -13.8% |
| 3M | -13.7% | -19.0% | +5.3% | -12.3% |
| 6M | -6.0% | -5.2% | -0.8% | -6.0% |
| YTD | -8.2% | +35.6% | -43.8% | -11.9% |
| 1Y | -46.2% | +41.1% | -87.3% | -48.9% |
| 3Y | +83.6% | +157.9% | -74.4% | +58.7% |
| 5Y | +212.7% | +265.6% | -52.9% | +122.7% |
| All | +212.7% | +262.4% | -49.7% | +122.7% |
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