+269.2%
XLF vs SPMO
+575.0%
-305.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.0% | +2.7% | -3.7% | -2.8% |
| 30D | -1.3% | +1.1% | -2.4% | -2.2% |
| 3M | +9.1% | +2.0% | +7.1% | +5.7% |
| 6M | +14.4% | +26.5% | -12.2% | -6.5% |
| YTD | +5.1% | +26.5% | -21.4% | -14.1% |
| 1Y | +8.6% | +27.9% | -19.3% | -12.2% |
| 3Y | +74.4% | +160.4% | -85.9% | -20.6% |
| 5Y | +64.4% | +151.5% | -87.1% | -23.2% |
| 10Y | +251.6% | +526.3% | -274.8% | -8.3% |
| All | +269.2% | +575.0% | -305.8% | -7.1% |
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