+156.7%
SIMO vs XPO
+275.5%
-118.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -22.0% | -6.7% | -15.3% | -20.4% |
| 30D | -43.0% | -1.9% | -41.2% | -42.8% |
| 3M | -39.1% | -9.9% | -29.3% | -37.4% |
| 6M | -33.3% | -16.4% | -16.9% | -30.2% |
| YTD | +77.0% | +30.2% | +46.8% | +62.6% |
| 1Y | +73.0% | +29.9% | +43.1% | +58.7% |
| 3Y | +215.7% | +122.6% | +93.1% | +142.9% |
| All | +156.7% | +275.5% | -118.8% | +84.3% |
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