+54.9%
XLE vs SPMO
+161.5%
-106.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | 0.0% | +3.4% | -3.4% | -0.7% |
| 30D | +12.6% | +0.5% | +12.1% | +12.5% |
| 3M | +11.8% | +1.9% | +9.9% | +10.6% |
| 6M | +16.1% | +27.8% | -11.7% | +5.7% |
| YTD | +46.9% | +26.7% | +20.2% | +34.0% |
| 1Y | +53.3% | +28.9% | +24.4% | +38.4% |
| 3Y | +54.9% | +160.7% | -105.7% | +5.5% |
| All | +54.9% | +161.5% | -106.6% | +5.5% |
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