+1,332.2%
SPYG vs XPO
+9,839.2%
-8,507.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +0.3% | -0.9% | +1.3% | +0.4% |
| 30D | -1.7% | -8.1% | +6.4% | -0.8% |
| 3M | +3.6% | -19.0% | +22.7% | +6.0% |
| 6M | +16.6% | -5.2% | +21.8% | +16.9% |
| YTD | +13.4% | +35.6% | -22.2% | +8.9% |
| 1Y | +19.6% | +41.1% | -21.5% | +14.0% |
| 3Y | +99.8% | +157.9% | -58.1% | +75.9% |
| 5Y | +85.0% | +265.6% | -180.7% | +54.1% |
| 10Y | +422.1% | +1,516.8% | -1,094.7% | +282.6% |
| All | +1,332.2% | +9,839.2% | -8,507.0% | +839.8% |
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 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