+182.4%
XLE vs SPMO
+483.2%
-300.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.7% | -2.6% | -4.1% | -5.4% |
| 30D | -4.4% | -14.2% | +9.8% | +4.2% |
| 3M | +4.0% | -12.7% | +16.7% | +11.8% |
| 6M | +13.2% | -9.6% | +22.7% | +16.3% |
| YTD | +41.9% | +9.3% | +32.6% | +26.7% |
| 1Y | +41.6% | +8.2% | +33.4% | +27.1% |
| 3Y | +64.0% | +119.4% | -55.4% | -15.9% |
| 5Y | +158.1% | +112.5% | +45.6% | +35.1% |
| 10Y | +163.9% | +449.2% | -285.3% | -17.0% |
| All | +182.4% | +483.2% | -300.8% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling