+154.8%
SO vs XPO
+1,517.7%
-1,363.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | -3.7% | -10.4% | +6.6% | -3.0% |
| 3M | -5.9% | -15.7% | +9.8% | -4.7% |
| 6M | -7.3% | -6.3% | -1.0% | -7.2% |
| YTD | +3.1% | +34.2% | -31.1% | 0.0% |
| 1Y | -1.0% | +39.9% | -40.9% | -4.6% |
| 3Y | +43.2% | +155.2% | -112.0% | +26.5% |
| 5Y | +59.1% | +264.7% | -205.6% | +31.2% |
| All | +154.8% | +1,517.7% | -1,363.0% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling