+1,872.3%
SGI vs XPO
+10,474.4%
-8,602.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.5% |
| 7D | +8.5% | +2.4% | +6.1% | +8.0% |
| 30D | +0.7% | -3.5% | +4.2% | +1.4% |
| 3M | +0.6% | -11.9% | +12.5% | +3.2% |
| 6M | -17.9% | -10.0% | -8.0% | -16.3% |
| YTD | -21.2% | +42.1% | -63.3% | -27.0% |
| 1Y | -18.9% | +47.6% | -66.5% | -25.9% |
| 3Y | +52.6% | +153.6% | -100.9% | +21.6% |
| 5Y | +60.7% | +266.5% | -205.8% | +16.3% |
| 10Y | +278.1% | +1,460.4% | -1,182.3% | +118.0% |
| All | +1,872.3% | +10,474.4% | -8,602.1% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling