+44.4%
SITM vs XPO
+38.8%
+5.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.7% | -8.6% |
| 7D | -19.5% | +3.5% | -23.0% | -20.9% |
| 30D | -43.2% | +2.8% | -46.0% | -44.1% |
| 3M | -30.8% | -7.5% | -23.3% | -28.3% |
| 6M | -28.6% | -5.9% | -22.6% | -27.3% |
| YTD | +14.2% | +38.4% | -24.2% | +7.3% |
| 1Y | +44.4% | +33.7% | +10.7% | +37.3% |
| All | +44.4% | +38.8% | +5.6% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling