-100.0%
SPXS vs XPO
+13,238.3%
-13,338.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +0.9% |
| 7D | -1.5% | +2.7% | -4.2% | -0.3% |
| 30D | +3.7% | -6.2% | +9.9% | +0.7% |
| 3M | -9.6% | -15.4% | +5.8% | -15.9% |
| 6M | -32.4% | +0.7% | -33.1% | -30.4% |
| YTD | -28.7% | +39.8% | -68.5% | -12.3% |
| 1Y | -38.1% | +43.3% | -81.4% | -22.0% |
| 3Y | -80.1% | +166.0% | -246.2% | -59.5% |
| 5Y | -85.9% | +274.2% | -360.1% | -56.2% |
| 10Y | -99.5% | +1,429.0% | -1,528.6% | -96.1% |
| All | -100.0% | +13,238.3% | -13,338.3% | -100.0% |
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