+43.2%
XLB vs SPMO
+124.5%
-81.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +0.5% | +6.3% | -5.8% | -1.8% |
| 30D | +5.2% | -8.9% | +14.0% | +8.6% |
| 3M | +0.3% | -13.2% | +13.5% | +5.5% |
| 6M | +1.2% | -9.3% | +10.4% | +3.2% |
| YTD | +16.6% | +11.6% | +5.1% | +7.2% |
| 1Y | +21.4% | +13.4% | +8.1% | +10.6% |
| 3Y | +43.2% | +122.9% | -79.7% | -10.0% |
| All | +43.2% | +124.5% | -81.3% | -10.0% |
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