+19.5%
SPG vs XPO
+38.9%
-19.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -5.8% | -10.4% | +4.6% | -4.3% |
| 3M | -2.8% | -15.7% | +12.9% | -0.5% |
| 6M | +8.9% | -6.3% | +15.2% | +9.4% |
| YTD | +14.3% | +34.2% | -19.9% | +10.4% |
| 1Y | +19.5% | +39.9% | -20.5% | +15.4% |
| All | +19.5% | +38.9% | -19.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling