+1,056.4%
SRE vs XPO
+10,316.6%
-9,260.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -0.9% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -0.7% | -3.5% | +2.8% | -0.6% |
| 3M | -6.3% | -11.9% | +5.6% | -5.7% |
| 6M | -10.7% | -10.0% | -0.7% | -10.3% |
| YTD | -3.5% | +42.1% | -45.5% | -5.9% |
| 1Y | +5.3% | +47.6% | -42.3% | +2.2% |
| 3Y | +31.8% | +153.6% | -121.8% | +22.5% |
| 5Y | +47.4% | +266.5% | -219.2% | +32.2% |
| 10Y | +120.6% | +1,460.4% | -1,339.9% | +82.4% |
| All | +1,056.4% | +10,316.6% | -9,260.1% | +788.9% |
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