+576.6%
SPMO vs XYL
+258.3%
+318.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.7% |
| 7D | +3.4% | +1.8% | +1.6% | +2.6% |
| 30D | +0.5% | -9.2% | +9.7% | +4.5% |
| 3M | +1.9% | -0.3% | +2.2% | +1.4% |
| 6M | +27.8% | -11.0% | +38.8% | +33.2% |
| YTD | +26.7% | -19.2% | +45.9% | +36.9% |
| 1Y | +28.9% | -21.2% | +50.1% | +40.7% |
| 3Y | +160.7% | +18.6% | +142.1% | +137.0% |
| 5Y | +150.2% | -14.3% | +164.5% | +153.7% |
| 10Y | +517.5% | +141.0% | +376.5% | +348.1% |
| All | +576.6% | +258.3% | +318.3% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling