+148.2%
SPMO vs XYL
-15.8%
+164.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | -0.7% | -13.2% | +12.5% | +5.2% |
| 3M | +2.8% | -0.2% | +3.0% | +2.0% |
| 6M | +24.4% | -12.5% | +36.9% | +30.5% |
| YTD | +24.2% | -20.9% | +45.1% | +35.5% |
| 1Y | +24.5% | -21.6% | +46.0% | +36.2% |
| 3Y | +155.6% | +16.1% | +139.4% | +133.3% |
| 5Y | +148.2% | -15.6% | +163.8% | +151.4% |
| All | +148.2% | -15.8% | +164.0% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling