+70.3%
XLI vs SPMO
+155.8%
-85.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -1.7% | -0.9% | -0.7% | -1.1% |
| 30D | -7.3% | -1.9% | -5.4% | -6.3% |
| 3M | -1.3% | -1.4% | 0.0% | -1.3% |
| 6M | +2.2% | +25.5% | -23.3% | -12.8% |
| YTD | +11.7% | +24.8% | -13.1% | -4.5% |
| 1Y | +14.3% | +24.5% | -10.2% | -2.2% |
| 3Y | +70.3% | +157.1% | -86.8% | -10.2% |
| All | +70.3% | +155.8% | -85.5% | -10.2% |
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