+1,548.3%
SNPS vs XPO
+10,073.3%
-8,524.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.1% | +6.9% | -1.8% | +4.2% |
| 30D | -6.4% | +4.1% | -10.5% | -7.0% |
| 3M | +12.2% | -9.7% | +22.0% | +13.6% |
| 6M | -9.8% | -3.8% | -6.1% | -9.7% |
| YTD | -1.5% | +38.8% | -40.3% | -6.5% |
| 1Y | +16.0% | +34.2% | -18.2% | +10.5% |
| 3Y | -10.8% | +126.9% | -137.7% | -21.0% |
| 5Y | +33.3% | +297.5% | -264.2% | +8.8% |
| 10Y | +675.9% | +1,260.5% | -584.6% | +462.1% |
| All | +1,548.3% | +10,073.3% | -8,524.9% | +894.9% |
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 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