+33.8%
SM vs XPO
+53.4%
-19.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -3.2% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +25.6% | -3.5% | +29.1% | +25.7% |
| 3M | +8.0% | -11.9% | +20.0% | +8.4% |
| 6M | +50.8% | -10.0% | +60.8% | +52.1% |
| YTD | +97.9% | +42.1% | +55.8% | +87.0% |
| 1Y | +33.8% | +47.6% | -13.8% | +28.4% |
| All | +33.8% | +53.4% | -19.6% | +28.4% |
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 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