+196.5%
XEL vs SPMO
+575.0%
-378.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.9% | +2.7% | -1.8% | 0.0% |
| 30D | -0.9% | +1.1% | -2.0% | -1.3% |
| 3M | -1.4% | +2.0% | -3.5% | -2.9% |
| 6M | -5.8% | +26.5% | -32.3% | -14.8% |
| YTD | +4.7% | +26.5% | -21.8% | -5.5% |
| 1Y | +9.1% | +27.9% | -18.9% | -2.2% |
| 3Y | +47.8% | +160.4% | -112.5% | -6.5% |
| 5Y | +29.0% | +151.5% | -122.5% | -18.0% |
| 10Y | +154.0% | +526.3% | -372.3% | +13.7% |
| All | +196.5% | +575.0% | -378.6% | +32.3% |
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