+309.7%
SN vs XPO
+158.5%
+151.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -9.1% | -8.1% | -1.0% | -6.5% |
| 3M | +31.8% | -19.0% | +50.8% | +40.7% |
| 6M | +52.0% | -5.2% | +57.2% | +53.7% |
| YTD | +51.3% | +35.6% | +15.7% | +34.6% |
| 1Y | +46.9% | +41.1% | +5.8% | +27.3% |
| 3Y | +394.9% | +157.9% | +237.0% | +283.7% |
| All | +309.7% | +158.5% | +151.1% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling