+49.9%
XLE vs SPMO
+11.0%
+38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.9% |
| 7D | -7.2% | -8.9% | +1.7% | -8.8% |
| 30D | +0.1% | -13.8% | +13.9% | -2.6% |
| 3M | +9.2% | -12.5% | +21.7% | +6.6% |
| 6M | +8.4% | -1.5% | +9.8% | +9.9% |
| YTD | +44.9% | +11.3% | +33.6% | +51.7% |
| 1Y | +49.9% | +11.5% | +38.4% | +57.4% |
| All | +49.9% | +11.0% | +38.9% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling