+19.6%
SW vs XPO
+155.9%
-136.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | -0.2% |
| 7D | -5.1% | +2.4% | -7.5% | -5.9% |
| 30D | -4.6% | -3.5% | -1.0% | -3.6% |
| 3M | +9.4% | -11.9% | +21.3% | +13.5% |
| 6M | +3.5% | -10.0% | +13.5% | +6.4% |
| YTD | +22.0% | +42.1% | -20.0% | +8.9% |
| 1Y | +2.2% | +47.6% | -45.4% | -10.3% |
| All | +19.6% | +155.9% | -136.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling