-1.4%
SM vs XPO
+159.4%
-160.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.1% |
| 7D | -0.2% | +2.7% | -2.8% | -1.0% |
| 30D | +31.5% | -6.2% | +37.7% | +33.5% |
| 3M | +17.3% | -15.4% | +32.7% | +22.2% |
| 6M | +48.5% | +0.7% | +47.8% | +44.5% |
| YTD | +106.3% | +39.8% | +66.4% | +77.4% |
| 1Y | +47.3% | +43.3% | +4.0% | +24.4% |
| 3Y | -1.4% | +166.0% | -167.5% | -23.6% |
| All | -1.4% | +159.4% | -160.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling