+11.1%
SMR vs XPO
+343.8%
-332.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.8% | +15.7% |
| 7D | +21.4% | +2.7% | +18.7% | +20.4% |
| 30D | +13.8% | -6.2% | +20.0% | +15.7% |
| 3M | +3.9% | -15.4% | +19.3% | +8.3% |
| 6M | -4.2% | +0.7% | -4.9% | -5.2% |
| YTD | -21.1% | +39.8% | -60.9% | -28.4% |
| 1Y | -67.1% | +43.3% | -110.4% | -70.5% |
| 3Y | +88.9% | +166.0% | -77.2% | +48.6% |
| All | +11.1% | +343.8% | -332.6% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling