-7.8%
SOFI vs XPO
+0.1%
-7.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.6% |
| 7D | -2.9% | -0.9% | -1.9% | -2.5% |
| 30D | -4.4% | -8.1% | +3.7% | -1.1% |
| 3M | +5.2% | -19.0% | +24.3% | +14.5% |
| 6M | -7.8% | -5.2% | -2.6% | -8.0% |
| All | -7.8% | +0.1% | -7.8% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling