+1.9%
SPMO vs XE
-13.1%
+15.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -0.5% |
| 7D | +3.4% | +4.0% | -0.6% | +2.9% |
| 30D | +0.5% | -15.5% | +16.0% | +2.4% |
| 3M | +1.9% | -14.6% | +16.5% | +1.1% |
| All | +1.9% | -13.1% | +15.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling