+148.2%
SPMO vs XME
+167.8%
-19.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +1.3% |
| 30D | -0.7% | -2.6% | +1.9% | +0.2% |
| 3M | +2.8% | +2.2% | +0.7% | +1.7% |
| 6M | +24.4% | +0.7% | +23.7% | +23.4% |
| YTD | +24.2% | +10.9% | +13.3% | +17.9% |
| 1Y | +24.5% | +35.7% | -11.2% | +8.7% |
| 3Y | +155.6% | +127.1% | +28.5% | +79.9% |
| 5Y | +148.2% | +168.5% | -20.3% | +60.3% |
| All | +148.2% | +167.8% | -19.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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