+112.8%
SHOP vs XPO
+159.4%
-46.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.0% |
| 7D | -4.1% | +2.7% | -6.8% | -5.1% |
| 30D | -11.5% | -6.2% | -5.3% | -9.5% |
| 3M | +21.1% | -15.4% | +36.5% | +28.2% |
| 6M | +3.0% | +0.7% | +2.2% | +0.5% |
| YTD | -16.7% | +39.8% | -56.5% | -30.9% |
| 1Y | -8.3% | +43.3% | -51.6% | -25.7% |
| 3Y | +112.8% | +166.0% | -53.2% | +28.3% |
| All | +112.8% | +159.4% | -46.6% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling