+67.2%
SGI vs XPO
+133.2%
-66.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | -5.3% | +9.0% | -14.3% | -7.8% |
| 30D | -2.1% | +4.2% | -6.2% | -3.4% |
| 3M | -8.2% | -8.7% | +0.5% | -5.9% |
| 6M | -4.6% | -2.8% | -1.8% | -4.3% |
| YTD | -31.5% | +41.9% | -73.3% | -38.2% |
| 1Y | -30.8% | +42.3% | -73.1% | -37.8% |
| 3Y | +67.2% | +127.3% | -60.1% | +29.2% |
| All | +67.2% | +133.2% | -66.0% | +29.2% |
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