+768.7%
SO vs XPO
+10,073.3%
-9,304.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.5% |
| 7D | -0.9% | +6.9% | -7.8% | -1.1% |
| 30D | +4.9% | +4.1% | +0.8% | +4.8% |
| 3M | +0.8% | -9.7% | +10.5% | +1.0% |
| 6M | +0.6% | -3.8% | +4.4% | +0.6% |
| YTD | +8.7% | +38.8% | -30.1% | +7.3% |
| 1Y | +4.0% | +34.2% | -30.3% | +2.7% |
| 3Y | +50.6% | +126.9% | -76.3% | +45.1% |
| 5Y | +77.5% | +297.5% | -220.0% | +66.3% |
| 10Y | +192.0% | +1,260.5% | -1,068.5% | +164.5% |
| All | +768.7% | +10,073.3% | -9,304.6% | +675.7% |
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