+572.5%
SNPS vs XPO
+1,516.3%
-943.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -5.7% | +6.6% | +2.5% |
| 30D | -3.6% | -12.8% | +9.2% | 0.0% |
| 3M | -12.9% | -20.0% | +7.1% | -7.8% |
| 6M | -8.2% | -6.0% | -2.2% | -7.7% |
| YTD | -15.4% | +34.0% | -49.4% | -23.9% |
| 1Y | -9.3% | +35.6% | -44.8% | -19.1% |
| 3Y | -14.0% | +152.3% | -166.2% | -37.4% |
| 5Y | +19.5% | +264.4% | -244.8% | -25.4% |
| All | +572.5% | +1,516.3% | -943.8% | +200.6% |
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