+575.8%
SPMO vs XHB
+199.1%
+376.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +2.7% | -1.9% | +4.6% | +3.6% |
| 30D | +1.1% | -8.3% | +9.4% | +4.9% |
| 3M | +2.0% | -7.1% | +9.2% | +5.1% |
| 6M | +26.5% | -5.3% | +31.8% | +28.8% |
| YTD | +26.5% | -3.2% | +29.7% | +27.0% |
| 1Y | +27.9% | -13.9% | +41.8% | +34.9% |
| 3Y | +160.4% | +24.9% | +135.5% | +124.4% |
| 5Y | +151.5% | +34.5% | +117.0% | +104.4% |
| 10Y | +526.3% | +215.5% | +310.9% | +237.7% |
| All | +575.8% | +199.1% | +376.7% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling