+75.8%
SPYM vs XPO
+151.2%
-75.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -1.3% | -0.6% | -1.8% |
| 30D | -1.6% | -10.4% | +8.7% | +0.1% |
| 3M | +4.7% | -15.7% | +20.4% | +7.5% |
| 6M | +12.6% | -6.3% | +18.9% | +13.1% |
| YTD | +11.8% | +34.2% | -22.4% | +4.9% |
| 1Y | +17.5% | +39.9% | -22.4% | +8.9% |
| All | +75.8% | +151.2% | -75.4% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling