+262.8%
SGI vs XPO
+1,516.3%
-1,253.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.5% | -5.7% | +1.2% | -2.2% |
| 30D | +4.2% | -12.8% | +17.0% | +10.0% |
| 3M | -7.4% | -20.0% | +12.5% | +0.8% |
| 6M | -15.1% | -6.0% | -9.0% | -13.3% |
| YTD | -24.7% | +34.0% | -58.7% | -34.0% |
| 1Y | -21.8% | +35.6% | -57.3% | -32.6% |
| 3Y | +50.0% | +152.3% | -102.2% | -8.2% |
| 5Y | +48.9% | +264.4% | -215.4% | -27.4% |
| All | +262.8% | +1,516.3% | -1,253.5% | +4.4% |
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