+1,615.1%
SGI vs XPO
+10,458.5%
-8,843.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -5.3% | +9.0% | -14.3% | -7.0% |
| 30D | -2.1% | +4.2% | -6.2% | -3.0% |
| 3M | -8.2% | -8.7% | +0.5% | -6.6% |
| 6M | -4.6% | -2.8% | -1.8% | -4.3% |
| YTD | -31.5% | +41.9% | -73.3% | -36.6% |
| 1Y | -30.8% | +42.3% | -73.1% | -36.2% |
| 3Y | +67.2% | +127.3% | -60.1% | +36.3% |
| 5Y | +42.5% | +306.4% | -263.9% | +1.3% |
| 10Y | +321.9% | +1,290.9% | -969.1% | +146.4% |
| All | +1,615.1% | +10,458.5% | -8,843.4% | +660.7% |
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