+8,552.4%
SHOP vs XPO
+1,004.4%
+7,548.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | -1.2% | +9.0% | -10.2% | -4.5% |
| 30D | -14.7% | +4.2% | -18.9% | -16.3% |
| 3M | -7.2% | -8.7% | +1.4% | -4.4% |
| 6M | +54.2% | -2.8% | +56.9% | +53.9% |
| YTD | -8.6% | +41.9% | -50.5% | -23.2% |
| 1Y | +0.5% | +42.3% | -41.8% | -16.0% |
| 3Y | +135.9% | +127.3% | +8.7% | +58.1% |
| 5Y | -11.9% | +306.4% | -318.3% | -54.6% |
| 10Y | +3,608.8% | +1,290.9% | +2,317.8% | +1,140.1% |
| All | +8,552.4% | +1,004.4% | +7,548.0% | +4,067.1% |
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