+252.8%
SPOT vs XPO
+436.1%
-183.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -5.7% | +2.6% | -1.7% |
| 30D | +7.4% | -12.8% | +20.2% | +10.7% |
| 3M | +8.2% | -20.0% | +28.2% | +13.4% |
| 6M | +2.2% | -6.0% | +8.3% | +2.1% |
| YTD | -9.5% | +34.0% | -43.5% | -18.5% |
| 1Y | -23.8% | +35.6% | -59.4% | -32.2% |
| 3Y | +233.5% | +152.3% | +81.2% | +139.1% |
| 5Y | +112.2% | +264.4% | -152.2% | +29.4% |
| All | +252.8% | +436.1% | -183.3% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling