+113.8%
SYY vs XPO
+1,516.3%
-1,402.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.9% | -5.7% | +9.6% | +5.3% |
| 30D | -1.7% | -12.8% | +11.1% | +1.1% |
| 3M | +5.2% | -20.0% | +25.1% | +10.1% |
| 6M | -0.2% | -6.0% | +5.8% | +0.2% |
| YTD | +15.4% | +34.0% | -18.7% | +5.9% |
| 1Y | +5.6% | +35.6% | -30.0% | -4.0% |
| 3Y | +28.9% | +152.3% | -123.4% | -6.2% |
| 5Y | +24.1% | +264.4% | -240.3% | -23.2% |
| All | +113.8% | +1,516.3% | -1,402.5% | -10.8% |
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