+3,489.0%
SMH vs XPO
+10,152.6%
-6,663.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +5.2% | +2.7% | +2.5% | +4.8% |
| 30D | -1.5% | -6.2% | +4.6% | -0.5% |
| 3M | -4.1% | -15.4% | +11.3% | -1.5% |
| 6M | +50.8% | +0.7% | +50.0% | +50.5% |
| YTD | +59.3% | +39.8% | +19.5% | +50.6% |
| 1Y | +94.1% | +43.3% | +50.8% | +82.1% |
| 3Y | +286.7% | +166.0% | +120.7% | +226.6% |
| 5Y | +339.4% | +274.2% | +65.3% | +247.2% |
| 10Y | +1,803.3% | +1,429.0% | +374.2% | +1,196.3% |
| All | +3,489.0% | +10,152.6% | -6,663.5% | +2,033.5% |
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