+122.8%
XPO vs SPY
+79.4%
+43.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.5% |
| 7D | +0.5% | -0.9% | +1.4% | +1.9% |
| 30D | +4.7% | -2.4% | +7.0% | +8.2% |
| 3M | -7.1% | -1.2% | -5.9% | -5.8% |
| 6M | -6.3% | +3.3% | -9.5% | -11.3% |
| YTD | +39.1% | +12.3% | +26.8% | +16.3% |
| 1Y | +36.7% | +12.4% | +24.2% | +14.2% |
| All | +122.8% | +79.4% | +43.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling