+7.5%
SMR vs XPO
+330.2%
-322.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.5% |
| 7D | +13.1% | -0.9% | +14.0% | +13.3% |
| 30D | +17.8% | -8.1% | +25.9% | +20.4% |
| 3M | +8.1% | -19.0% | +27.1% | +14.1% |
| 6M | -11.1% | -5.2% | -5.9% | -10.6% |
| YTD | -23.7% | +35.6% | -59.3% | -30.2% |
| 1Y | -69.4% | +41.1% | -110.5% | -72.4% |
| 3Y | +82.6% | +157.9% | -75.3% | +44.9% |
| All | +7.5% | +330.2% | -322.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling