+128.8%
XLP vs SPMO
+455.3%
-326.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +8.9% | -14.1% | +23.0% | +14.2% |
| 3M | +7.5% | -13.1% | +20.6% | +12.0% |
| 6M | +9.4% | -9.4% | +18.8% | +10.7% |
| YTD | +19.3% | +9.5% | +9.7% | +11.2% |
| 1Y | +21.7% | +10.5% | +11.2% | +12.9% |
| 3Y | +44.0% | +124.4% | -80.4% | -7.4% |
| 5Y | +42.8% | +110.5% | -67.7% | -6.0% |
| 10Y | +128.8% | +450.3% | -321.5% | -2.6% |
| All | +128.8% | +455.3% | -326.5% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling