+110.6%
SPOT vs XPO
+257.8%
-147.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -6.9% | -1.3% | -5.5% | -6.6% |
| 30D | +4.1% | -10.4% | +14.5% | +7.1% |
| 3M | +3.7% | -15.7% | +19.4% | +8.0% |
| 6M | -1.6% | -6.3% | +4.7% | -1.9% |
| YTD | -10.2% | +34.2% | -44.3% | -21.9% |
| 1Y | -25.9% | +39.9% | -65.8% | -37.3% |
| 3Y | +235.6% | +155.2% | +80.3% | +103.0% |
| 5Y | +110.6% | +264.7% | -154.1% | -7.2% |
| All | +110.6% | +257.8% | -147.2% | -7.2% |
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 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