+1,204.7%
SPG vs XPO
+10,316.6%
-9,111.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.6% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -6.8% | -3.5% | -3.3% | -6.4% |
| 3M | +2.7% | -11.9% | +14.6% | +4.3% |
| 6M | +5.5% | -10.0% | +15.4% | +6.5% |
| YTD | +15.7% | +42.1% | -26.4% | +9.2% |
| 1Y | +20.9% | +47.6% | -26.7% | +13.1% |
| 3Y | +112.4% | +153.6% | -41.2% | +80.7% |
| 5Y | +101.4% | +266.5% | -165.2% | +59.2% |
| 10Y | +60.6% | +1,460.4% | -1,399.8% | +9.5% |
| All | +1,204.7% | +10,316.6% | -9,111.8% | +646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling