+227.7%
XLE vs SPMO
+149.2%
+78.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.9% |
| 30D | +8.5% | +1.1% | +7.4% | +7.9% |
| 3M | +14.6% | +2.0% | +12.6% | +11.8% |
| 6M | +17.6% | +26.5% | -9.0% | -0.1% |
| YTD | +48.1% | +26.5% | +21.6% | +25.6% |
| 1Y | +53.8% | +27.9% | +25.9% | +29.0% |
| 3Y | +56.2% | +160.4% | -104.2% | -28.3% |
| 5Y | +227.7% | +151.5% | +76.2% | +52.3% |
| All | +227.7% | +149.2% | +78.5% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling