-30.4%
SPXS vs XPO
+38.8%
-69.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -5.4% |
| 7D | +2.2% | +3.5% | -1.3% | +3.4% |
| 30D | +3.8% | +2.8% | +0.9% | +4.8% |
| 3M | +3.3% | -7.5% | +10.8% | +0.4% |
| 6M | -16.7% | -5.9% | -10.7% | -17.6% |
| YTD | -28.5% | +38.4% | -66.9% | -17.2% |
| 1Y | -30.4% | +33.7% | -64.1% | -19.9% |
| All | -30.4% | +38.8% | -69.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling