+2,087.1%
SPGI vs XPO
+10,316.6%
-8,229.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +8.4% | -3.5% | +11.9% | +8.8% |
| 3M | +11.8% | -11.9% | +23.8% | +13.2% |
| 6M | +5.7% | -10.0% | +15.7% | +6.4% |
| YTD | -9.7% | +42.1% | -51.8% | -14.1% |
| 1Y | -12.5% | +47.6% | -60.1% | -17.4% |
| 3Y | +21.8% | +153.6% | -131.8% | +5.7% |
| 5Y | +8.2% | +266.5% | -258.3% | -12.0% |
| 10Y | +309.5% | +1,460.4% | -1,150.9% | +185.8% |
| All | +2,087.1% | +10,316.6% | -8,229.5% | +1,227.3% |
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