+575.8%
SPMO vs XPO
+1,684.7%
-1,108.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | +1.1% | -8.1% | +9.2% | +2.6% |
| 3M | +2.0% | -19.0% | +21.1% | +6.0% |
| 6M | +26.5% | -5.2% | +31.7% | +27.3% |
| YTD | +26.5% | +35.6% | -9.1% | +18.6% |
| 1Y | +27.9% | +41.1% | -13.2% | +18.4% |
| 3Y | +160.4% | +157.9% | +2.5% | +110.3% |
| 5Y | +151.5% | +265.6% | -114.1% | +83.5% |
| 10Y | +526.3% | +1,516.8% | -990.5% | +291.5% |
| All | +575.8% | +1,684.7% | -1,108.9% | +323.7% |
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