+1,000.7%
SPY vs XPO
+10,300.9%
-9,300.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +2.6% | +9.0% | -6.4% | +1.6% |
| 30D | -2.0% | +4.2% | -6.1% | -2.5% |
| 3M | -2.8% | -8.7% | +5.9% | -1.9% |
| 6M | +2.1% | -2.8% | +4.9% | +2.2% |
| YTD | +11.5% | +41.9% | -30.4% | +6.6% |
| 1Y | +13.5% | +42.3% | -28.9% | +8.4% |
| 3Y | +77.7% | +127.3% | -49.6% | +59.0% |
| 5Y | +72.6% | +306.4% | -233.8% | +42.8% |
| 10Y | +308.2% | +1,290.9% | -982.8% | +201.0% |
| All | +1,000.7% | +10,300.9% | -9,300.2% | +616.7% |
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