-1.5%
SM vs XPO
+315.9%
-317.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.1% | +5.4% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -17.3% | +4.7% | -22.0% | -18.6% |
| 3M | -3.6% | -7.1% | +3.5% | -2.0% |
| 6M | +2.9% | -6.3% | +9.1% | +3.6% |
| YTD | +70.2% | +39.1% | +31.1% | +46.4% |
| 1Y | +66.5% | +36.7% | +29.8% | +43.6% |
| 3Y | -8.2% | +127.4% | -135.6% | -35.2% |
| 5Y | -1.5% | +315.0% | -316.5% | -46.8% |
| All | -1.5% | +315.9% | -317.3% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling