+46.9%
SN vs XPO
+39.4%
+7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -9.1% | -8.1% | -1.0% | -7.4% |
| 3M | +31.8% | -19.0% | +50.8% | +37.3% |
| 6M | +52.0% | -5.2% | +57.2% | +53.0% |
| YTD | +51.3% | +35.6% | +15.7% | +51.5% |
| 1Y | +46.9% | +41.1% | +5.8% | +51.3% |
| All | +46.9% | +39.4% | +7.4% | +51.3% |
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 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