+74.2%
XLF vs SPMO
+155.8%
-81.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | -0.9% | -0.5% | -1.1% |
| 30D | -1.2% | -1.9% | +0.8% | -0.5% |
| 3M | +9.2% | -1.4% | +10.5% | +8.6% |
| 6M | +16.3% | +25.5% | -9.2% | +1.0% |
| YTD | +5.4% | +24.8% | -19.4% | -8.2% |
| 1Y | +7.6% | +24.5% | -16.9% | -6.3% |
| 3Y | +74.2% | +157.1% | -82.9% | -1.4% |
| All | +74.2% | +155.8% | -81.6% | -1.4% |
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 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