+102.9%
XLP vs SPMO
+517.5%
-414.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | +3.4% | -4.8% | -2.6% |
| 30D | -1.3% | +0.5% | -1.8% | -1.6% |
| 3M | +1.8% | +1.9% | -0.1% | 0.0% |
| 6M | -0.8% | +27.8% | -28.6% | -11.8% |
| YTD | +9.5% | +26.7% | -17.1% | -2.4% |
| 1Y | +7.2% | +28.9% | -21.7% | -5.4% |
| 3Y | +27.1% | +160.7% | -133.5% | -22.0% |
| 5Y | +32.0% | +150.2% | -118.1% | -18.1% |
| 10Y | +102.9% | +517.5% | -414.6% | -17.2% |
| All | +102.9% | +517.5% | -414.6% | -17.2% |
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 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