+42.0%
SOFI vs XPO
+346.5%
-304.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.3% |
| 7D | -2.9% | -0.9% | -1.9% | -2.5% |
| 30D | -4.4% | -8.1% | +3.7% | -0.6% |
| 3M | +5.2% | -19.0% | +24.3% | +15.6% |
| 6M | -7.8% | -5.2% | -2.6% | -6.5% |
| YTD | -33.8% | +35.6% | -69.4% | -44.8% |
| 1Y | -33.3% | +41.1% | -74.4% | -46.2% |
| 3Y | +102.7% | +157.9% | -55.2% | +11.1% |
| 5Y | +10.5% | +265.6% | -255.2% | -55.3% |
| All | +42.0% | +346.5% | -304.4% | -51.8% |
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