+71.6%
SM vs XPO
+38.8%
+32.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -1.6% | -13.7% | -15.3% |
| 7D | -21.5% | +3.5% | -25.0% | -21.4% |
| 30D | -11.4% | +2.8% | -14.2% | -11.4% |
| 3M | +0.6% | -7.5% | +8.1% | +0.7% |
| 6M | +0.2% | -5.9% | +6.2% | +0.3% |
| YTD | +69.7% | +38.4% | +31.3% | +60.1% |
| 1Y | +71.6% | +33.7% | +37.9% | +62.8% |
| All | +71.6% | +38.8% | +32.8% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling