+216.1%
SM vs XPO
+10,316.6%
-10,100.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +26.3% | -3.5% | +29.8% | +27.2% |
| 3M | +8.7% | -11.9% | +20.6% | +11.5% |
| 6M | +51.7% | -10.0% | +61.6% | +53.0% |
| YTD | +99.0% | +42.1% | +57.0% | +78.4% |
| 1Y | +34.6% | +47.6% | -13.0% | +18.7% |
| 3Y | -7.8% | +153.6% | -161.3% | -30.3% |
| 5Y | +104.8% | +266.5% | -161.7% | +36.5% |
| 10Y | +7.2% | +1,460.4% | -1,453.2% | -43.1% |
| All | +216.1% | +10,316.6% | -10,100.5% | +39.0% |
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