+170.3%
SM vs XPO
+10,095.4%
-9,925.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.1% | +5.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -17.3% | +4.7% | -22.0% | -18.4% |
| 3M | -3.6% | -7.1% | +3.5% | -2.3% |
| 6M | +2.9% | -6.3% | +9.1% | +3.5% |
| YTD | +70.2% | +39.1% | +31.1% | +52.9% |
| 1Y | +66.5% | +36.7% | +29.8% | +49.9% |
| 3Y | -8.2% | +127.4% | -135.6% | -28.5% |
| 5Y | -1.5% | +315.0% | -316.5% | -36.3% |
| 10Y | +11.9% | +1,263.5% | -1,251.6% | -39.5% |
| All | +170.3% | +10,095.4% | -9,925.1% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling