-11.3%
SNPS vs XPO
+132.3%
-143.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | -9.8% | +2.6% | -12.4% | -10.6% |
| 3M | +11.7% | -6.1% | +17.8% | +13.4% |
| 6M | -10.9% | -8.0% | -3.0% | -9.6% |
| YTD | -2.1% | +38.5% | -40.6% | -15.0% |
| 1Y | +14.8% | +35.0% | -20.2% | +0.2% |
| 3Y | -11.3% | +126.5% | -137.8% | -34.3% |
| All | -11.3% | +132.3% | -143.6% | -34.3% |
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 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