+77.3%
SO vs XPO
+296.5%
-219.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -4.9% | +1.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +8.6% | +2.5% | +6.1% | +8.5% |
| 3M | +1.8% | -7.2% | +9.0% | +1.9% |
| 6M | +3.6% | -8.1% | +11.7% | +3.7% |
| YTD | +9.9% | +38.3% | -28.4% | +9.0% |
| 1Y | +5.7% | +33.6% | -27.9% | +4.8% |
| 3Y | +52.5% | +133.1% | -80.6% | +46.2% |
| 5Y | +77.3% | +308.9% | -231.6% | +59.1% |
| All | +77.3% | +296.5% | -219.2% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling