-35.1%
SPXS vs XPO
+39.1%
-74.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +2.5% | -5.7% | +8.2% | +0.6% |
| 30D | +4.2% | -12.8% | +17.0% | -0.4% |
| 3M | -9.3% | -20.0% | +10.7% | -15.5% |
| 6M | -30.7% | -6.0% | -24.7% | -30.5% |
| YTD | -28.1% | +34.0% | -62.1% | -21.3% |
| 1Y | -35.1% | +35.6% | -70.6% | -30.2% |
| All | -35.1% | +39.1% | -74.1% | -30.2% |
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 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