+45.6%
XEL vs SPMO
+155.8%
-110.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.3% | -0.9% | +0.7% | -0.3% |
| 30D | -3.9% | -1.9% | -2.0% | -3.9% |
| 3M | -2.8% | -1.4% | -1.5% | -2.9% |
| 6M | -5.4% | +25.5% | -30.9% | -5.8% |
| YTD | +3.8% | +24.8% | -21.1% | +3.3% |
| 1Y | +6.8% | +24.5% | -17.7% | +6.3% |
| 3Y | +45.6% | +157.1% | -111.5% | +32.0% |
| All | +45.6% | +155.8% | -110.2% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling