+179.2%
XLE vs SPMO
+460.5%
-281.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.9% |
| 7D | +5.4% | +6.3% | -0.9% | +1.5% |
| 30D | -3.9% | -8.9% | +4.9% | +1.1% |
| 3M | +7.0% | -13.2% | +20.2% | +15.7% |
| 6M | +14.2% | -9.3% | +23.5% | +17.3% |
| YTD | +48.2% | +11.6% | +36.6% | +30.2% |
| 1Y | +47.7% | +13.4% | +34.3% | +27.9% |
| 3Y | +70.0% | +122.9% | -52.9% | -15.5% |
| 5Y | +169.1% | +113.9% | +55.2% | +37.6% |
| All | +179.2% | +460.5% | -281.4% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling