-4.9%
SHOP vs XPO
+38.8%
-43.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +9.0% | +7.5% |
| 7D | -9.0% | +3.5% | -12.5% | -9.5% |
| 30D | -4.4% | +2.8% | -7.3% | -4.9% |
| 3M | +24.1% | -7.5% | +31.6% | +25.3% |
| 6M | +20.0% | -5.9% | +25.9% | +20.4% |
| YTD | -4.9% | +38.4% | -43.3% | -13.6% |
| 1Y | -4.9% | +33.7% | -38.6% | -12.7% |
| All | -4.9% | +38.8% | -43.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling