+499.6%
SMTC vs XPO
+1,517.7%
-1,018.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | +17.5% | -1.3% | +18.9% | +18.2% |
| 30D | +21.3% | -10.4% | +31.7% | +27.7% |
| 3M | +3.1% | -15.7% | +18.8% | +11.7% |
| 6M | +81.7% | -6.3% | +88.0% | +87.5% |
| YTD | +115.9% | +34.2% | +81.8% | +89.6% |
| 1Y | +157.8% | +39.9% | +117.9% | +119.1% |
| 3Y | +557.3% | +155.2% | +402.1% | +315.1% |
| 5Y | +114.7% | +264.7% | -150.0% | +8.8% |
| All | +499.6% | +1,517.7% | -1,018.1% | +66.5% |
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