+414.4%
SPYG vs XPO
+1,516.3%
-1,101.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -5.7% | +4.8% | +0.4% |
| 30D | -1.5% | -12.8% | +11.3% | +1.6% |
| 3M | +3.7% | -20.0% | +23.7% | +8.9% |
| 6M | +16.4% | -6.0% | +22.5% | +17.2% |
| YTD | +13.3% | +34.0% | -20.7% | +4.1% |
| 1Y | +17.9% | +35.6% | -17.7% | +7.3% |
| 3Y | +98.3% | +152.3% | -53.9% | +49.0% |
| 5Y | +86.4% | +264.4% | -177.9% | +21.4% |
| All | +414.4% | +1,516.3% | -1,101.9% | +152.8% |
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