+111.9%
SPG vs XPO
+159.4%
-47.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.5% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | -4.9% | -6.2% | +1.2% | -3.8% |
| 3M | +3.3% | -15.4% | +18.7% | +6.6% |
| 6M | +11.2% | +0.7% | +10.5% | +10.2% |
| YTD | +17.1% | +39.8% | -22.8% | +7.5% |
| 1Y | +21.6% | +43.3% | -21.7% | +10.4% |
| 3Y | +111.9% | +166.0% | -54.2% | +69.2% |
| All | +111.9% | +159.4% | -47.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling