+106.9%
SPG vs XPO
+271.9%
-165.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.6% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | -4.9% | -6.2% | +1.2% | -3.6% |
| 3M | +3.3% | -15.4% | +18.7% | +7.3% |
| 6M | +11.2% | +0.7% | +10.5% | +9.9% |
| YTD | +17.1% | +39.8% | -22.8% | +5.6% |
| 1Y | +21.6% | +43.3% | -21.7% | +8.2% |
| 3Y | +111.9% | +166.0% | -54.2% | +50.9% |
| 5Y | +106.9% | +274.2% | -167.2% | +20.1% |
| All | +106.9% | +271.9% | -165.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling