+19.9%
XBI vs SPMO
+149.5%
-129.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | -4.6% | -0.9% | -3.7% | -4.0% |
| 30D | -2.0% | -1.9% | -0.1% | -0.7% |
| 3M | +17.8% | -1.4% | +19.1% | +17.2% |
| 6M | +23.7% | +25.5% | -1.8% | -0.2% |
| YTD | +28.2% | +24.8% | +3.4% | +3.7% |
| 1Y | +64.0% | +24.5% | +39.5% | +32.7% |
| 3Y | +99.4% | +157.1% | -57.7% | -22.9% |
| All | +19.9% | +149.5% | -129.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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