-53.7%
SMR vs XPO
+350.2%
-403.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.6% | -4.0% |
| 7D | -8.3% | +9.0% | -17.2% | -10.5% |
| 30D | -20.1% | +4.2% | -24.2% | -20.8% |
| 3M | -52.7% | -8.7% | -44.0% | -51.5% |
| 6M | -61.0% | -2.8% | -58.3% | -61.0% |
| YTD | -67.1% | +41.9% | -109.0% | -70.2% |
| 1Y | -79.9% | +42.3% | -122.2% | -81.8% |
| 3Y | +101.7% | +127.3% | -25.5% | +61.8% |
| All | -53.7% | +350.2% | -403.9% | -68.0% |
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