+340.7%
SMTC vs XPO
+1,266.4%
-925.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.1% |
| 7D | +11.0% | +9.0% | +2.1% | +7.0% |
| 30D | -28.5% | +4.2% | -32.7% | -29.6% |
| 3M | -14.2% | -8.7% | -5.6% | -10.5% |
| 6M | -18.0% | -2.8% | -15.2% | -16.7% |
| YTD | +55.5% | +41.9% | +13.6% | +33.1% |
| 1Y | +69.5% | +42.3% | +27.2% | +44.3% |
| 3Y | +699.7% | +127.3% | +572.4% | +433.0% |
| 5Y | +27.4% | +306.4% | -279.0% | -38.3% |
| All | +340.7% | +1,266.4% | -925.7% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling