+3,176.1%
SOXX vs XPO
+9,736.1%
-6,560.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | +3.0% | -1.3% | +4.4% | +3.3% |
| 30D | -3.1% | -10.4% | +7.2% | -1.3% |
| 3M | -4.4% | -15.7% | +11.3% | -1.6% |
| 6M | +52.9% | -6.3% | +59.2% | +54.6% |
| YTD | +72.0% | +34.2% | +37.8% | +63.3% |
| 1Y | +105.1% | +39.9% | +65.2% | +92.7% |
| 3Y | +220.6% | +155.2% | +65.4% | +170.2% |
| 5Y | +244.8% | +264.7% | -19.9% | +170.4% |
| 10Y | +1,537.1% | +1,500.1% | +37.1% | +983.8% |
| All | +3,176.1% | +9,736.1% | -6,560.1% | +1,774.1% |
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