+155.8%
SPMO vs XHB
+21.1%
+134.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +0.1% | -5.2% | +5.3% | +2.0% |
| 30D | -0.7% | -12.1% | +11.4% | +4.0% |
| 3M | +2.8% | -6.2% | +9.1% | +5.0% |
| 6M | +24.4% | -6.7% | +31.1% | +26.9% |
| YTD | +24.2% | -5.5% | +29.6% | +25.6% |
| 1Y | +24.5% | -15.6% | +40.1% | +30.9% |
| All | +155.8% | +21.1% | +134.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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