+828.4%
SPYM vs XPO
+18,510.9%
-17,682.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.0% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +0.1% | -3.5% | +3.6% | +0.5% |
| 3M | +2.0% | -11.9% | +14.0% | +3.7% |
| 6M | +13.1% | -10.0% | +23.0% | +14.2% |
| YTD | +13.6% | +42.1% | -28.5% | +7.1% |
| 1Y | +20.1% | +47.6% | -27.5% | +12.2% |
| 3Y | +77.6% | +153.6% | -76.0% | +50.3% |
| 5Y | +82.5% | +266.5% | -184.0% | +42.8% |
| 10Y | +317.6% | +1,460.4% | -1,142.9% | +170.5% |
| All | +828.4% | +18,510.9% | -17,682.5% | +391.5% |
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 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