-85.9%
SPXS vs XPO
+257.8%
-343.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.2% |
| 7D | +6.4% | -1.3% | +7.7% | +5.6% |
| 30D | +6.0% | -10.4% | +16.3% | -0.7% |
| 3M | -11.6% | -15.7% | +4.1% | -19.7% |
| 6M | -28.7% | -6.3% | -22.4% | -29.4% |
| YTD | -26.3% | +34.2% | -60.4% | -6.3% |
| 1Y | -34.9% | +39.9% | -74.9% | -13.8% |
| 3Y | -79.5% | +155.2% | -234.7% | -47.9% |
| 5Y | -85.9% | +264.7% | -350.6% | -28.4% |
| All | -85.9% | +257.8% | -343.7% | -28.4% |
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 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