+282.6%
SPGI vs XPO
+1,517.7%
-1,235.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -8.9% | -1.3% | -7.6% | -8.7% |
| 30D | +0.6% | -10.4% | +11.0% | +2.9% |
| 3M | +2.0% | -15.7% | +17.7% | +5.4% |
| 6M | +0.1% | -6.3% | +6.4% | +0.5% |
| YTD | -16.4% | +34.2% | -50.6% | -23.4% |
| 1Y | -18.9% | +39.9% | -58.9% | -26.9% |
| 3Y | +13.8% | +155.2% | -141.5% | -16.1% |
| 5Y | +0.5% | +264.7% | -264.2% | -35.8% |
| All | +282.6% | +1,517.7% | -1,235.1% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling