+109.0%
SPG vs XPO
+1,266.4%
-1,157.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +2.0% | +9.0% | -7.0% | -0.7% |
| 30D | +17.2% | +4.2% | +13.1% | +15.6% |
| 3M | +6.3% | -8.7% | +15.0% | +8.8% |
| 6M | +18.7% | -2.8% | +21.5% | +18.4% |
| YTD | +30.1% | +41.9% | -11.8% | +13.7% |
| 1Y | +32.8% | +42.3% | -9.6% | +15.6% |
| 3Y | +133.6% | +127.3% | +6.3% | +63.9% |
| 5Y | +84.4% | +306.4% | -222.0% | -1.3% |
| All | +109.0% | +1,266.4% | -1,157.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling