+1,378.1%
SPG vs XPO
+10,095.4%
-8,717.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +16.6% | +4.7% | +11.9% | +15.7% |
| 3M | +8.1% | -7.1% | +15.2% | +9.0% |
| 6M | +19.3% | -6.3% | +25.6% | +19.9% |
| YTD | +31.1% | +39.1% | -8.0% | +23.9% |
| 1Y | +32.8% | +36.7% | -3.9% | +25.7% |
| 3Y | +135.8% | +127.4% | +8.4% | +103.9% |
| 5Y | +85.1% | +315.0% | -229.9% | +44.2% |
| 10Y | +115.9% | +1,263.5% | -1,147.5% | +48.7% |
| All | +1,378.1% | +10,095.4% | -8,717.3% | +746.8% |
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