+323.8%
SN vs XPO
+166.7%
+157.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | -5.6% | -6.2% | +0.6% | -3.7% |
| 3M | +48.1% | -15.4% | +63.5% | +55.8% |
| 6M | +57.6% | +0.7% | +56.9% | +56.3% |
| YTD | +56.5% | +39.8% | +16.7% | +37.8% |
| 1Y | +52.6% | +43.3% | +9.2% | +31.6% |
| 3Y | +412.0% | +166.0% | +245.9% | +292.8% |
| All | +323.8% | +166.7% | +157.1% | +247.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling