-18.5%
SPGI vs XPO
+39.4%
-58.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | +2.0% | -8.1% | +10.1% | +2.4% |
| 3M | +4.3% | -19.0% | +23.4% | +5.4% |
| 6M | -0.2% | -5.2% | +4.9% | -0.5% |
| YTD | -14.8% | +35.6% | -50.4% | -17.8% |
| 1Y | -18.5% | +41.1% | -59.6% | -22.7% |
| All | -18.5% | +39.4% | -58.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling