+60.8%
SGI vs XPO
+159.4%
-98.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +9.3% | +2.7% | +6.6% | +8.3% |
| 30D | +6.9% | -6.2% | +13.1% | +8.9% |
| 3M | +2.8% | -15.4% | +18.2% | +8.1% |
| 6M | -12.6% | +0.7% | -13.3% | -12.9% |
| YTD | -21.5% | +39.8% | -61.4% | -29.0% |
| 1Y | -18.8% | +43.3% | -62.1% | -27.5% |
| 3Y | +60.8% | +166.0% | -105.2% | +13.6% |
| All | +60.8% | +159.4% | -98.6% | +13.6% |
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