+398.8%
SN vs XPO
+122.0%
+276.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +7.2% | -6.7% | +13.8% | +9.7% |
| 30D | +20.4% | -1.9% | +22.3% | +20.9% |
| 3M | +23.9% | -9.9% | +33.8% | +28.1% |
| 6M | +93.0% | -16.4% | +109.4% | +103.7% |
| YTD | +99.2% | +30.2% | +69.0% | +77.2% |
| 1Y | +142.6% | +29.9% | +112.7% | +115.7% |
| 3Y | +398.8% | +122.6% | +276.2% | +278.9% |
| All | +398.8% | +122.0% | +276.8% | +278.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling