+8,434.7%
SHOP vs XPO
+1,006.0%
+7,428.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -2.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.1% |
| 30D | +0.6% | -3.5% | +4.1% | +1.8% |
| 3M | +25.0% | -11.9% | +37.0% | +30.2% |
| 6M | +11.9% | -10.0% | +21.9% | +14.4% |
| YTD | -9.9% | +42.1% | -51.9% | -24.1% |
| 1Y | 0.0% | +47.6% | -47.6% | -17.9% |
| 3Y | +117.5% | +153.6% | -36.1% | +39.6% |
| 5Y | -6.6% | +266.5% | -273.2% | -50.3% |
| 10Y | +3,320.3% | +1,460.4% | +1,859.9% | +1,004.7% |
| All | +8,434.7% | +1,006.0% | +7,428.7% | +4,021.8% |
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 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