+150.5%
SPMO vs XPO
+261.3%
-110.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.9% | -5.7% | +4.7% | +0.3% |
| 30D | -1.9% | -12.8% | +10.9% | +1.0% |
| 3M | -1.4% | -20.0% | +18.6% | +3.3% |
| 6M | +25.5% | -6.0% | +31.5% | +26.6% |
| YTD | +24.8% | +34.0% | -9.2% | +16.1% |
| 1Y | +24.5% | +35.6% | -11.1% | +14.8% |
| 3Y | +157.1% | +152.3% | +4.8% | +100.2% |
| All | +150.5% | +261.3% | -110.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling