-15.7%
SHOP vs XPO
+262.4%
-278.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -3.8% |
| 7D | -10.6% | -0.9% | -9.7% | -10.2% |
| 30D | -18.3% | -8.1% | -10.2% | -14.7% |
| 3M | +14.8% | -19.0% | +33.9% | +26.9% |
| 6M | -5.0% | -5.2% | +0.2% | -5.0% |
| YTD | -21.2% | +35.6% | -56.8% | -37.2% |
| 1Y | -11.6% | +41.1% | -52.7% | -32.4% |
| 3Y | +101.2% | +157.9% | -56.7% | -4.8% |
| 5Y | -15.7% | +265.6% | -281.3% | -72.8% |
| All | -15.7% | +262.4% | -278.1% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling