+4,507.3%
SITM vs XPO
+561.1%
+3,946.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.3% |
| 7D | +8.4% | +2.7% | +5.7% | +6.8% |
| 30D | -17.4% | -6.2% | -11.2% | -14.1% |
| 3M | -9.8% | -15.4% | +5.6% | -1.2% |
| 6M | +83.0% | +0.7% | +82.2% | +81.1% |
| YTD | +69.6% | +39.8% | +29.7% | +37.7% |
| 1Y | +144.9% | +43.3% | +101.6% | +95.1% |
| 3Y | +429.9% | +166.0% | +263.8% | +173.9% |
| 5Y | +169.2% | +274.2% | -105.0% | +5.1% |
| All | +4,507.3% | +561.1% | +3,946.2% | +1,246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling