+21.0%
XLP vs SPMO
+12.3%
+8.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | +9.8% | -10.0% | +1.7% |
| 30D | +8.2% | -9.2% | +17.3% | +5.9% |
| 3M | +7.7% | -11.0% | +18.7% | +5.2% |
| 6M | +9.3% | -6.6% | +15.9% | +7.2% |
| YTD | +19.5% | +13.3% | +6.1% | +16.6% |
| 1Y | +21.0% | +12.7% | +8.3% | +18.1% |
| All | +21.0% | +12.3% | +8.7% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling