+251.0%
SPOT vs XPO
+442.2%
-191.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | +2.2% | -8.1% | +10.3% | +4.0% |
| 3M | +5.4% | -19.0% | +24.4% | +10.0% |
| 6M | -4.0% | -5.2% | +1.2% | -4.3% |
| YTD | -9.9% | +35.6% | -45.5% | -19.1% |
| 1Y | -27.3% | +41.1% | -68.4% | -36.0% |
| 3Y | +236.4% | +157.9% | +78.5% | +139.8% |
| 5Y | +112.6% | +265.6% | -153.0% | +29.5% |
| All | +251.0% | +442.2% | -191.2% | +120.6% |
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 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