+2.2%
SPGI vs XPO
+33.2%
-31.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +1.6% |
| 30D | +16.1% | +2.6% | +13.5% | +16.0% |
| 3M | +15.5% | -6.1% | +21.6% | +15.6% |
| 6M | +19.6% | -8.0% | +27.6% | +19.8% |
| YTD | -3.6% | +38.5% | -42.1% | -6.6% |
| 1Y | +2.2% | +35.0% | -32.8% | -1.1% |
| All | +2.2% | +33.2% | -31.0% | -1.1% |
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 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