+727.8%
SO vs XPO
+10,316.6%
-9,588.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.9% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | -4.6% | -3.5% | -1.0% | -4.5% |
| 3M | -3.0% | -11.9% | +8.9% | -2.7% |
| 6M | -8.3% | -10.0% | +1.7% | -8.1% |
| YTD | +3.5% | +42.1% | -38.6% | +2.2% |
| 1Y | -0.9% | +47.6% | -48.5% | -2.4% |
| 3Y | +45.4% | +153.6% | -108.2% | +39.5% |
| 5Y | +59.6% | +266.5% | -206.9% | +49.9% |
| 10Y | +156.6% | +1,460.4% | -1,303.8% | +132.1% |
| All | +727.8% | +10,316.6% | -9,588.8% | +638.8% |
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