+82.6%
SPYM vs XPO
+257.8%
-175.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -1.3% | -0.6% | -1.7% |
| 30D | -1.6% | -10.4% | +8.7% | +0.5% |
| 3M | +4.7% | -15.7% | +20.4% | +8.1% |
| 6M | +12.6% | -6.3% | +18.9% | +13.2% |
| YTD | +11.8% | +34.2% | -22.4% | +3.5% |
| 1Y | +17.5% | +39.9% | -22.4% | +7.2% |
| 3Y | +77.0% | +155.2% | -78.3% | +34.3% |
| 5Y | +82.6% | +264.7% | -182.1% | +17.0% |
| All | +82.6% | +257.8% | -175.2% | +17.0% |
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