+174.0%
SITM vs XPO
+257.8%
-83.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | +4.8% | -1.3% | +6.2% | +5.7% |
| 30D | -9.7% | -10.4% | +0.6% | -3.2% |
| 3M | -9.3% | -15.7% | +6.4% | +0.4% |
| 6M | +69.5% | -6.3% | +75.8% | +74.6% |
| YTD | +70.5% | +34.2% | +36.4% | +39.1% |
| 1Y | +145.3% | +39.9% | +105.3% | +93.5% |
| 3Y | +432.8% | +155.2% | +277.6% | +154.6% |
| 5Y | +174.0% | +264.7% | -90.7% | -8.2% |
| All | +174.0% | +257.8% | -83.8% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling