+3,365.1%
SIMO vs XPO
+24,825.4%
-21,460.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.5% | +4.2% | +8.0% |
| 7D | +4.2% | +2.4% | +1.8% | +3.9% |
| 30D | +4.1% | -3.5% | +7.6% | +4.8% |
| 3M | -12.9% | -11.9% | -0.9% | -11.0% |
| 6M | +110.3% | -10.0% | +120.3% | +113.4% |
| YTD | +178.6% | +42.1% | +136.5% | +161.7% |
| 1Y | +220.0% | +47.6% | +172.4% | +197.8% |
| 3Y | +409.0% | +153.6% | +255.5% | +328.8% |
| 5Y | +277.3% | +266.5% | +10.8% | +193.8% |
| 10Y | +506.6% | +1,460.4% | -953.8% | +282.9% |
| All | +3,365.1% | +24,825.4% | -21,460.3% | +2,002.0% |
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