+919.1%
XLK vs SPMO
+566.1%
+353.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | +0.2% | -0.9% | +1.2% | +1.2% |
| 30D | -0.6% | -1.9% | +1.3% | +1.3% |
| 3M | +2.6% | -1.4% | +3.9% | +3.6% |
| 6M | +34.0% | +25.5% | +8.5% | +5.6% |
| YTD | +30.7% | +24.8% | +5.8% | +3.6% |
| 1Y | +39.2% | +24.5% | +14.7% | +10.9% |
| 3Y | +120.4% | +157.1% | -36.7% | -14.9% |
| 5Y | +148.8% | +149.5% | -0.7% | -0.6% |
| 10Y | +803.3% | +518.1% | +285.2% | +95.0% |
| All | +919.1% | +566.1% | +353.0% | +112.5% |
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