+11.5%
SPMO vs XPO
+38.8%
-27.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -8.9% | +3.5% | -12.4% | -9.5% |
| 30D | -13.8% | +2.8% | -16.6% | -14.4% |
| 3M | -12.5% | -7.5% | -5.0% | -11.2% |
| 6M | -1.5% | -5.9% | +4.5% | -0.3% |
| YTD | +11.3% | +38.4% | -27.1% | +6.8% |
| 1Y | +11.5% | +33.7% | -22.2% | +7.3% |
| All | +11.5% | +38.8% | -27.3% | +7.3% |
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 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