+1,450.2%
XPO vs SPY
+322.5%
+1,127.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.4% |
| 7D | -5.7% | -0.8% | -4.9% | -4.5% |
| 30D | -12.8% | -1.1% | -11.7% | -11.4% |
| 3M | -20.0% | +3.9% | -23.8% | -24.7% |
| 6M | -6.0% | +13.6% | -19.7% | -22.7% |
| YTD | +34.0% | +12.7% | +21.4% | +12.2% |
| 1Y | +35.6% | +17.5% | +18.0% | +6.2% |
| 3Y | +152.3% | +76.9% | +75.4% | +9.1% |
| 5Y | +264.4% | +83.6% | +180.8% | +55.0% |
| All | +1,450.2% | +322.5% | +1,127.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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