+2,223.1%
SPGI vs XPO
+10,043.1%
-7,820.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | 0.0% |
| 7D | -0.9% | -1.9% | +1.1% | -0.7% |
| 30D | +15.5% | +2.5% | +13.0% | +15.1% |
| 3M | +15.7% | -7.2% | +22.9% | +16.5% |
| 6M | +19.1% | -8.1% | +27.1% | +19.7% |
| YTD | -4.1% | +38.3% | -42.4% | -8.6% |
| 1Y | +1.2% | +33.6% | -32.4% | -3.3% |
| 3Y | +31.6% | +133.1% | -101.5% | +15.4% |
| 5Y | +12.4% | +308.9% | -296.5% | -9.6% |
| 10Y | +334.3% | +1,371.8% | -1,037.5% | +204.6% |
| All | +2,223.1% | +10,043.1% | -7,820.0% | +1,313.0% |
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