+5.1%
SPGI vs XPO
+271.9%
-266.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | +2.7% | -5.2% | -3.0% |
| 30D | +5.4% | -6.2% | +11.6% | +6.5% |
| 3M | +9.0% | -15.4% | +24.4% | +12.0% |
| 6M | +0.8% | +0.7% | 0.0% | -0.3% |
| YTD | -12.6% | +39.8% | -52.4% | -19.7% |
| 1Y | -16.1% | +43.3% | -59.4% | -23.8% |
| 3Y | +19.0% | +166.0% | -147.1% | -11.2% |
| 5Y | +5.1% | +274.2% | -269.1% | -32.1% |
| All | +5.1% | +271.9% | -266.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling