+2,101.2%
SIMO vs XPO
+22,740.7%
-20,639.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -22.0% | -6.7% | -15.3% | -21.0% |
| 30D | -43.0% | -1.9% | -41.2% | -42.9% |
| 3M | -39.1% | -9.9% | -29.3% | -38.1% |
| 6M | -33.3% | -16.4% | -16.9% | -31.3% |
| YTD | +77.0% | +30.2% | +46.8% | +68.5% |
| 1Y | +73.0% | +29.9% | +43.1% | +64.6% |
| 3Y | +215.7% | +122.6% | +93.1% | +172.0% |
| 5Y | +155.6% | +278.9% | -123.3% | +98.8% |
| 10Y | +388.4% | +1,375.3% | -986.9% | +211.5% |
| All | +2,101.2% | +22,740.7% | -20,639.5% | +1,253.7% |
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