+16.5%
SNPS vs XPO
+271.9%
-255.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -5.5% | +2.7% | -8.2% | -6.4% |
| 30D | -5.8% | -6.2% | +0.4% | -3.9% |
| 3M | -17.2% | -15.4% | -1.8% | -13.1% |
| 6M | -10.4% | +0.7% | -11.1% | -11.9% |
| YTD | -16.5% | +39.8% | -56.4% | -27.8% |
| 1Y | -35.6% | +43.3% | -78.9% | -45.1% |
| 3Y | -14.6% | +166.0% | -180.7% | -44.1% |
| 5Y | +16.5% | +274.2% | -257.7% | -37.9% |
| All | +16.5% | +271.9% | -255.5% | -37.9% |
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 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