+119.0%
SMTC vs XPO
+262.4%
-143.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.2% |
| 7D | +22.5% | -0.9% | +23.4% | +23.0% |
| 30D | +24.9% | -8.1% | +33.0% | +30.2% |
| 3M | +4.1% | -19.0% | +23.1% | +15.0% |
| 6M | +92.6% | -5.2% | +97.7% | +97.9% |
| YTD | +122.5% | +35.6% | +86.9% | +94.2% |
| 1Y | +166.2% | +41.1% | +125.1% | +125.1% |
| 3Y | +577.2% | +157.9% | +419.2% | +326.5% |
| 5Y | +119.0% | +265.6% | -146.7% | +9.2% |
| All | +119.0% | +262.4% | -143.5% | +9.2% |
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