+84.9%
SPYG vs XPO
+257.8%
-172.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -1.9% | -10.4% | +8.4% | +0.6% |
| 3M | +5.2% | -15.7% | +20.8% | +9.2% |
| 6M | +15.6% | -6.3% | +21.9% | +16.4% |
| YTD | +12.4% | +34.2% | -21.7% | +2.6% |
| 1Y | +17.5% | +39.9% | -22.5% | +5.2% |
| 3Y | +98.1% | +155.2% | -57.2% | +42.7% |
| 5Y | +84.9% | +264.7% | -179.8% | +8.8% |
| All | +84.9% | +257.8% | -172.9% | +8.8% |
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 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