+2,993.7%
SHOP vs XPO
+1,516.3%
+1,477.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -11.2% | -5.7% | -5.6% | -9.0% |
| 30D | -14.4% | -12.8% | -1.6% | -9.6% |
| 3M | +16.6% | -20.0% | +36.6% | +26.6% |
| 6M | -0.6% | -6.0% | +5.5% | +0.2% |
| YTD | -20.0% | +34.0% | -54.0% | -31.6% |
| 1Y | -11.2% | +35.6% | -46.7% | -25.2% |
| 3Y | +99.5% | +152.3% | -52.8% | +25.1% |
| 5Y | -13.2% | +264.4% | -277.6% | -55.5% |
| All | +2,993.7% | +1,516.3% | +1,477.4% | +1,103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling