+417.8%
SIMO vs XPO
+1,236.5%
-818.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +14.9% | +6.9% | +8.0% | +13.0% |
| 30D | -27.0% | +4.1% | -31.1% | -27.7% |
| 3M | -25.4% | -9.7% | -15.6% | -23.4% |
| 6M | -30.3% | -3.8% | -26.5% | -29.6% |
| YTD | +95.8% | +38.8% | +57.0% | +78.1% |
| 1Y | +100.0% | +34.2% | +65.8% | +83.2% |
| 3Y | +238.3% | +126.9% | +111.3% | +163.4% |
| 5Y | +187.6% | +297.5% | -109.9% | +87.7% |
| All | +417.8% | +1,236.5% | -818.7% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling