+345.8%
SYY vs XPO
+10,152.6%
-9,806.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.8% | +2.7% | -5.4% | -3.0% |
| 30D | -5.3% | -6.2% | +0.9% | -4.7% |
| 3M | +5.1% | -15.4% | +20.5% | +6.6% |
| 6M | -5.0% | +0.7% | -5.7% | -5.4% |
| YTD | +10.7% | +39.8% | -29.1% | +6.4% |
| 1Y | +0.7% | +43.3% | -42.6% | -3.7% |
| 3Y | +24.0% | +166.0% | -142.0% | +9.2% |
| 5Y | +19.3% | +274.2% | -254.9% | -0.6% |
| 10Y | +96.4% | +1,429.0% | -1,332.6% | +47.2% |
| All | +345.8% | +10,152.6% | -9,806.8% | +197.4% |
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 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