-88.5%
SMR vs XPO
+25.9%
-114.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -6.2% | -8.7% | -12.1% |
| 7D | -26.2% | -3.6% | -22.6% | -24.7% |
| 30D | -45.5% | -3.8% | -41.7% | -44.4% |
| 3M | -53.4% | -11.8% | -41.6% | -50.8% |
| 6M | -63.2% | -15.0% | -48.2% | -61.0% |
| YTD | -69.2% | +29.9% | -99.0% | -74.1% |
| 1Y | -88.5% | +27.6% | -116.0% | -90.3% |
| All | -88.5% | +25.9% | -114.4% | -90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling