-18.9%
SGI vs XPO
+53.4%
-72.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.1% |
| 7D | +8.5% | +2.4% | +6.1% | +7.5% |
| 30D | +0.7% | -3.5% | +4.2% | +1.8% |
| 3M | +0.6% | -11.9% | +12.5% | +5.0% |
| 6M | -17.9% | -10.0% | -8.0% | -15.9% |
| YTD | -21.2% | +42.1% | -63.3% | -26.7% |
| 1Y | -18.9% | +47.6% | -66.5% | -25.0% |
| All | -18.9% | +53.4% | -72.3% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling