+10.3%
SONY vs XPO
+261.3%
-251.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.7% | -5.7% | +3.0% | -1.6% |
| 30D | +1.5% | -12.8% | +14.3% | +4.2% |
| 3M | +13.0% | -20.0% | +33.0% | +17.7% |
| 6M | +11.2% | -6.0% | +17.3% | +11.7% |
| YTD | -6.6% | +34.0% | -40.7% | -13.5% |
| 1Y | -18.1% | +35.6% | -53.7% | -24.7% |
| 3Y | +42.1% | +152.3% | -110.2% | +7.4% |
| All | +10.3% | +261.3% | -251.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling