+1,303.1%
SNPS vs XPO
+10,316.6%
-9,013.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.5% | -9.9% | -6.0% |
| 7D | -11.0% | +2.4% | -13.4% | -11.3% |
| 30D | -1.7% | -3.5% | +1.8% | -1.3% |
| 3M | -20.4% | -11.9% | -8.4% | -19.2% |
| 6M | -8.6% | -10.0% | +1.3% | -7.8% |
| YTD | -16.2% | +42.1% | -58.2% | -20.6% |
| 1Y | -34.6% | +47.6% | -82.2% | -38.4% |
| 3Y | -14.5% | +153.6% | -168.0% | -25.3% |
| 5Y | +17.0% | +266.5% | -249.5% | -3.8% |
| 10Y | +560.0% | +1,460.4% | -900.4% | +373.7% |
| All | +1,303.1% | +10,316.6% | -9,013.5% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling