+15.5%
SM vs XPO
+1,266.4%
-1,250.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -1.2% |
| 7D | +9.4% | +9.0% | +0.4% | +4.9% |
| 30D | -14.4% | +4.2% | -18.5% | -16.3% |
| 3M | +1.6% | -8.7% | +10.2% | +4.9% |
| 6M | +6.3% | -2.8% | +9.1% | +5.4% |
| YTD | +78.8% | +41.9% | +36.9% | +42.1% |
| 1Y | +83.1% | +42.3% | +40.8% | +44.7% |
| 3Y | -5.9% | +127.3% | -133.2% | -45.6% |
| 5Y | +4.8% | +306.4% | -301.6% | -60.7% |
| All | +15.5% | +1,266.4% | -1,250.9% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling