+230.8%
SNY vs XPO
+9,727.5%
-9,496.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.3% | -5.7% | +2.3% | -3.0% |
| 30D | -2.2% | -12.8% | +10.7% | -1.3% |
| 3M | -3.0% | -20.0% | +16.9% | -1.7% |
| 6M | +2.7% | -6.0% | +8.8% | +3.0% |
| YTD | -6.8% | +34.0% | -40.9% | -8.9% |
| 1Y | -5.3% | +35.6% | -40.8% | -7.6% |
| 3Y | -9.8% | +152.3% | -162.1% | -16.5% |
| 5Y | +9.7% | +264.4% | -254.7% | -2.3% |
| 10Y | +64.5% | +1,498.6% | -1,434.1% | +32.1% |
| All | +230.8% | +9,727.5% | -9,496.7% | +145.9% |
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