+601.8%
SMTC vs XPO
+153.8%
+448.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.3% |
| 7D | +22.5% | -0.9% | +23.4% | +23.0% |
| 30D | +24.9% | -8.1% | +33.0% | +30.4% |
| 3M | +4.1% | -19.0% | +23.1% | +15.2% |
| 6M | +92.6% | -5.2% | +97.7% | +98.1% |
| YTD | +122.5% | +35.6% | +86.9% | +94.4% |
| 1Y | +166.2% | +41.1% | +125.1% | +125.3% |
| All | +601.8% | +153.8% | +448.0% | +420.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling