-71.0%
SMR vs XPO
+39.2%
-110.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.2% |
| 7D | +4.7% | -1.3% | +6.0% | +5.0% |
| 30D | +3.2% | -10.4% | +13.6% | +7.0% |
| 3M | +9.9% | -15.7% | +25.6% | +15.9% |
| 6M | -15.1% | -6.3% | -8.8% | -15.5% |
| YTD | -27.9% | +34.2% | -62.1% | -34.0% |
| All | -71.0% | +39.2% | -110.2% | -72.4% |
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