+4,167.1%
SMCI vs XPO
+9,810.1%
-5,643.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.7% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | +18.3% | -10.4% | +28.6% | +21.6% |
| 3M | +27.7% | -15.7% | +43.4% | +33.3% |
| 6M | +17.6% | -6.3% | +23.9% | +20.6% |
| YTD | +27.7% | +34.2% | -6.5% | +20.2% |
| 1Y | -14.9% | +39.9% | -54.8% | -20.8% |
| 3Y | +33.2% | +155.2% | -122.0% | +5.0% |
| 5Y | +921.6% | +264.7% | +656.9% | +623.0% |
| 10Y | +1,672.4% | +1,500.1% | +172.4% | +817.1% |
| All | +4,167.1% | +9,810.1% | -5,643.0% | +1,502.0% |
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