+101.7%
SMR vs XPO
+133.2%
-31.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.6% | -4.2% |
| 7D | -8.3% | +9.0% | -17.2% | -11.4% |
| 30D | -20.1% | +4.2% | -24.2% | -21.1% |
| 3M | -52.7% | -8.7% | -44.0% | -51.0% |
| 6M | -61.0% | -2.8% | -58.3% | -61.0% |
| YTD | -67.1% | +41.9% | -109.0% | -71.7% |
| 1Y | -79.9% | +42.3% | -122.2% | -82.8% |
| 3Y | +101.7% | +127.3% | -25.5% | +33.8% |
| All | +101.7% | +133.2% | -31.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling