+170.7%
SSNC vs XPO
+1,516.3%
-1,345.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -4.0% | -5.7% | +1.6% | -2.5% |
| 30D | +0.5% | -12.8% | +13.3% | +4.1% |
| 3M | +18.9% | -20.0% | +38.9% | +25.6% |
| 6M | +10.8% | -6.0% | +16.9% | +11.3% |
| YTD | -7.1% | +34.0% | -41.2% | -16.3% |
| 1Y | -9.6% | +35.6% | -45.2% | -19.4% |
| 3Y | +51.1% | +152.3% | -101.2% | +6.0% |
| 5Y | +19.7% | +264.4% | -244.7% | -29.2% |
| All | +170.7% | +1,516.3% | -1,345.6% | +5.2% |
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