-11.3%
SIRI vs XPO
+1,516.3%
-1,527.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.6% | -5.7% | +6.2% | +1.9% |
| 30D | +2.5% | -12.8% | +15.3% | +5.8% |
| 3M | +6.6% | -20.0% | +26.6% | +11.9% |
| 6M | +32.9% | -6.0% | +38.9% | +33.5% |
| YTD | +50.5% | +34.0% | +16.4% | +37.4% |
| 1Y | +28.0% | +35.6% | -7.6% | +16.1% |
| 3Y | -22.4% | +152.3% | -174.7% | -41.6% |
| 5Y | -41.3% | +264.4% | -305.6% | -61.4% |
| All | -11.3% | +1,516.3% | -1,527.6% | -58.9% |
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