+157.1%
SPMO vs XYL
+15.7%
+141.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | -1.9% | -11.9% | +10.0% | +3.4% |
| 3M | -1.4% | -1.5% | +0.2% | -1.8% |
| 6M | +25.5% | -11.9% | +37.4% | +31.2% |
| YTD | +24.8% | -20.6% | +45.4% | +36.2% |
| 1Y | +24.5% | -23.5% | +48.0% | +38.3% |
| 3Y | +157.1% | +14.9% | +142.3% | +139.5% |
| All | +157.1% | +15.7% | +141.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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