+779.0%
SO vs XPO
+10,043.1%
-9,264.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -4.9% | +1.1% |
| 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% | +2.0% |
| 6M | +3.6% | -8.1% | +11.7% | +3.8% |
| YTD | +9.9% | +38.3% | -28.4% | +8.6% |
| 1Y | +5.7% | +33.6% | -27.9% | +4.5% |
| 3Y | +52.5% | +133.1% | -80.6% | +46.9% |
| 5Y | +77.3% | +308.9% | -231.6% | +66.0% |
| 10Y | +186.8% | +1,371.8% | -1,185.0% | +159.7% |
| All | +779.0% | +10,043.1% | -9,264.0% | +685.0% |
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