+327.2%
SMH vs XPO
+261.3%
+65.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -5.7% | +5.9% | +2.5% |
| 30D | -2.8% | -12.8% | +10.0% | +2.4% |
| 3M | -6.7% | -20.0% | +13.3% | +1.2% |
| 6M | +41.8% | -6.0% | +47.8% | +44.3% |
| YTD | +57.9% | +34.0% | +23.8% | +38.9% |
| 1Y | +87.6% | +35.6% | +52.1% | +62.5% |
| 3Y | +282.9% | +152.3% | +130.6% | +140.6% |
| All | +327.2% | +261.3% | +65.9% | +103.6% |
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