+145.8%
SITM vs XPO
+39.1%
+106.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -5.7% | +9.5% | +7.0% |
| 30D | -6.6% | -12.8% | +6.2% | +0.4% |
| 3M | -11.9% | -20.0% | +8.1% | -1.4% |
| 6M | +81.1% | -6.0% | +87.2% | +84.5% |
| YTD | +80.0% | +34.0% | +45.9% | +56.4% |
| 1Y | +145.8% | +35.6% | +110.3% | +115.6% |
| All | +145.8% | +39.1% | +106.8% | +115.6% |
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