+118.2%
SRE vs XPO
+1,516.3%
-1,398.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | -5.7% | +4.8% | -0.1% |
| 30D | -3.0% | -12.8% | +9.8% | -1.4% |
| 3M | -8.3% | -20.0% | +11.7% | -5.9% |
| 6M | -8.9% | -6.0% | -2.9% | -8.7% |
| YTD | -4.3% | +34.0% | -38.3% | -8.7% |
| 1Y | +2.7% | +35.6% | -32.8% | -2.5% |
| 3Y | +28.7% | +152.3% | -123.6% | +9.4% |
| 5Y | +47.1% | +264.4% | -217.2% | +15.0% |
| All | +118.2% | +1,516.3% | -1,398.1% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling