+28.1%
SFM vs XPO
+2,098.7%
-2,070.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.4% | +6.9% | -7.3% | -1.2% |
| 30D | -19.2% | +4.1% | -23.3% | -19.6% |
| 3M | -40.3% | -9.7% | -30.6% | -39.7% |
| 6M | -40.9% | -3.8% | -37.1% | -40.8% |
| YTD | -35.5% | +38.8% | -74.3% | -38.6% |
| 1Y | -37.4% | +34.2% | -71.7% | -40.3% |
| 3Y | +25.5% | +126.9% | -101.4% | +9.5% |
| 5Y | +113.0% | +297.5% | -184.5% | +67.7% |
| 10Y | +136.3% | +1,260.5% | -1,124.2% | +46.6% |
| All | +28.1% | +2,098.7% | -2,070.6% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling