+319.7%
SPY vs XPO
+1,410.5%
-1,090.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | -0.4% | -0.9% | +0.6% | -0.2% |
| 30D | -1.4% | -8.1% | +6.7% | +0.3% |
| 3M | +3.7% | -19.0% | +22.7% | +8.2% |
| 6M | +13.0% | -5.2% | +18.2% | +13.5% |
| YTD | +12.4% | +35.6% | -23.2% | +3.5% |
| 1Y | +18.5% | +41.1% | -22.6% | +7.5% |
| 3Y | +77.6% | +157.9% | -80.3% | +34.4% |
| 5Y | +81.7% | +265.6% | -183.9% | +20.5% |
| 10Y | +319.7% | +1,516.8% | -1,197.2% | +98.6% |
| All | +319.7% | +1,410.5% | -1,090.8% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling