+1.5%
SMR vs XPO
+325.7%
-324.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.3% |
| 7D | +4.7% | -1.3% | +6.0% | +5.0% |
| 30D | +3.2% | -10.4% | +13.6% | +6.3% |
| 3M | +9.9% | -15.7% | +25.6% | +14.6% |
| 6M | -15.1% | -6.3% | -8.8% | -14.3% |
| YTD | -27.9% | +34.2% | -62.1% | -33.8% |
| 1Y | -70.2% | +39.9% | -110.2% | -73.1% |
| 3Y | +72.5% | +155.2% | -82.8% | +37.3% |
| All | +1.5% | +325.7% | -324.3% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling