+368.8%
SNXX vs XPO
+22.7%
+346.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.0% | -5.7% | -6.4% | -5.6% |
| 30D | +37.9% | -12.8% | +50.7% | +65.5% |
| 3M | -52.7% | -20.0% | -32.7% | -38.5% |
| 6M | +194.8% | -6.0% | +200.8% | +223.9% |
| All | +368.8% | +22.7% | +346.1% | +404.7% |
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