+155.8%
SPMO vs XPO
+151.2%
+4.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -0.7% | -10.4% | +9.7% | +1.7% |
| 3M | +2.8% | -15.7% | +18.5% | +6.5% |
| 6M | +24.4% | -6.3% | +30.8% | +25.6% |
| YTD | +24.2% | +34.2% | -10.0% | +15.5% |
| 1Y | +24.5% | +39.9% | -15.5% | +14.0% |
| All | +155.8% | +151.2% | +4.6% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling