+149.7%
XBI vs SPMO
+562.6%
-412.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -0.8% | -0.7% | -0.1% | -0.4% |
| 3M | +21.8% | +2.8% | +19.0% | +17.0% |
| 6M | +23.2% | +24.4% | -1.2% | -0.3% |
| YTD | +28.7% | +24.2% | +4.6% | +4.2% |
| 1Y | +67.8% | +24.5% | +43.3% | +35.2% |
| 3Y | +100.6% | +155.6% | -54.9% | -17.6% |
| 5Y | +19.8% | +148.2% | -128.4% | -49.2% |
| 10Y | +159.7% | +514.8% | -355.1% | -37.3% |
| All | +149.7% | +562.6% | -412.9% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling