+8,680.0%
SHOP vs XPO
+982.6%
+7,697.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | -16.7% | +4.7% | -21.4% | -18.4% |
| 3M | -2.2% | -7.1% | +4.9% | +0.1% |
| 6M | +45.6% | -6.3% | +51.8% | +47.4% |
| YTD | -7.3% | +39.1% | -46.3% | -21.5% |
| 1Y | -6.1% | +36.7% | -42.8% | -20.2% |
| 3Y | +143.3% | +127.4% | +15.9% | +63.0% |
| 5Y | +0.2% | +315.0% | -314.8% | -48.5% |
| 10Y | +3,663.5% | +1,263.5% | +2,400.0% | +1,168.2% |
| All | +8,680.0% | +982.6% | +7,697.4% | +4,161.6% |
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