+148.0%
SN vs XPO
+38.7%
+109.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.1% |
| 7D | +1.5% | +9.0% | -7.4% | -1.2% |
| 30D | +21.5% | +4.2% | +17.3% | +19.8% |
| 3M | +20.0% | -8.7% | +28.7% | +23.4% |
| 6M | +119.9% | -2.8% | +122.7% | +119.6% |
| YTD | +102.3% | +41.9% | +60.4% | +75.4% |
| 1Y | +148.0% | +42.3% | +105.7% | +113.3% |
| All | +148.0% | +38.7% | +109.3% | +113.3% |
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