+115.9%
SPG vs XPO
+1,289.5%
-1,173.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +16.6% | +4.7% | +11.9% | +14.7% |
| 3M | +8.1% | -7.1% | +15.2% | +10.0% |
| 6M | +19.3% | -6.3% | +25.6% | +20.4% |
| YTD | +31.1% | +39.1% | -8.0% | +15.3% |
| 1Y | +32.8% | +36.7% | -3.9% | +17.1% |
| 3Y | +135.8% | +127.4% | +8.4% | +65.3% |
| 5Y | +85.1% | +315.0% | -229.9% | -1.9% |
| 10Y | +115.9% | +1,263.5% | -1,147.5% | -12.7% |
| All | +115.9% | +1,289.5% | -1,173.5% | -12.7% |
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