+2,234.4%
SPGI vs XPO
+10,052.8%
-7,818.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +16.1% | +2.6% | +13.5% | +15.7% |
| 3M | +15.5% | -6.1% | +21.6% | +16.1% |
| 6M | +19.6% | -8.0% | +27.6% | +20.3% |
| YTD | -3.6% | +38.5% | -42.1% | -8.1% |
| 1Y | +2.2% | +35.0% | -32.8% | -2.4% |
| 3Y | +30.1% | +126.5% | -96.3% | +14.5% |
| 5Y | +14.9% | +315.4% | -300.5% | -7.7% |
| 10Y | +334.0% | +1,272.1% | -938.2% | +205.8% |
| All | +2,234.4% | +10,052.8% | -7,818.4% | +1,319.7% |
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 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