+247.9%
SOXX vs XPO
+261.3%
-13.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | -5.7% | +7.0% | +3.7% |
| 30D | -3.6% | -12.8% | +9.2% | +1.8% |
| 3M | -10.2% | -20.0% | +9.8% | -2.1% |
| 6M | +54.2% | -6.0% | +60.3% | +57.5% |
| YTD | +75.2% | +34.0% | +41.2% | +54.0% |
| 1Y | +107.5% | +35.6% | +72.0% | +79.5% |
| 3Y | +226.8% | +152.3% | +74.5% | +104.2% |
| All | +247.9% | +261.3% | -13.4% | +63.8% |
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 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