+112.2%
SM vs XPO
+262.4%
-150.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.5% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +20.3% | -8.1% | +28.4% | +23.1% |
| 3M | +22.9% | -19.0% | +42.0% | +30.3% |
| 6M | +47.8% | -5.2% | +53.0% | +46.8% |
| YTD | +107.5% | +35.6% | +71.9% | +80.2% |
| 1Y | +51.7% | +41.1% | +10.6% | +28.7% |
| 3Y | -0.9% | +157.9% | -158.8% | -33.4% |
| 5Y | +112.2% | +265.6% | -153.4% | +27.7% |
| All | +112.2% | +262.4% | -150.2% | +27.7% |
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