+660.9%
SNPS vs XPO
+1,266.4%
-605.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -2.2% |
| 7D | +1.1% | +9.0% | -7.9% | -1.3% |
| 30D | -5.2% | +4.2% | -9.3% | -6.4% |
| 3M | +10.6% | -8.7% | +19.2% | +13.0% |
| 6M | -10.6% | -2.8% | -7.9% | -10.7% |
| YTD | -3.1% | +41.9% | -45.0% | -14.4% |
| 1Y | +15.6% | +42.3% | -26.8% | +1.7% |
| 3Y | -12.9% | +127.3% | -140.2% | -34.8% |
| 5Y | +31.2% | +306.4% | -275.2% | -20.7% |
| All | +660.9% | +1,266.4% | -605.4% | +259.3% |
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 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