+14.5%
SPMO vs XE
-42.7%
+57.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.8% | +1.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.2% |
| 30D | +1.1% | -16.4% | +17.5% | +3.0% |
| 3M | +2.0% | -15.5% | +17.6% | +1.9% |
| All | +14.5% | -42.7% | +57.1% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling