+51.5%
SGI vs XPO
+262.4%
-211.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -0.7% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +5.5% | -8.1% | +13.6% | +8.8% |
| 3M | -3.6% | -19.0% | +15.4% | +4.2% |
| 6M | -15.0% | -5.2% | -9.8% | -13.7% |
| YTD | -23.0% | +35.6% | -58.6% | -32.2% |
| 1Y | -18.4% | +41.1% | -59.5% | -30.0% |
| 3Y | +57.8% | +157.9% | -100.1% | -4.0% |
| 5Y | +51.5% | +265.6% | -214.2% | -32.9% |
| All | +51.5% | +262.4% | -211.0% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling