+445.6%
SITM vs XPO
+151.2%
+294.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +4.8% | -1.3% | +6.2% | +5.6% |
| 30D | -9.7% | -10.4% | +0.6% | -4.3% |
| 3M | -9.3% | -15.7% | +6.4% | -1.3% |
| 6M | +69.5% | -6.3% | +75.8% | +74.0% |
| YTD | +70.5% | +34.2% | +36.4% | +45.9% |
| 1Y | +145.3% | +39.9% | +105.3% | +104.6% |
| All | +445.6% | +151.2% | +294.4% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling