+20.1%
SM vs XPO
+1,517.7%
-1,497.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | +2.1% | -1.3% | +3.5% | +2.6% |
| 30D | +18.1% | -10.4% | +28.5% | +23.7% |
| 3M | +17.0% | -15.7% | +32.7% | +25.2% |
| 6M | +55.4% | -6.3% | +61.8% | +54.6% |
| YTD | +108.6% | +34.2% | +74.4% | +71.2% |
| 1Y | +45.7% | +39.9% | +5.7% | +15.2% |
| 3Y | -0.3% | +155.2% | -155.6% | -46.6% |
| 5Y | +113.0% | +264.7% | -151.6% | -15.0% |
| All | +20.1% | +1,517.7% | -1,497.6% | -72.2% |
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