+7.2%
XLP vs SPMO
+29.0%
-21.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | -1.4% | +3.4% | -4.8% | -0.8% |
| 30D | -1.3% | +0.5% | -1.8% | -1.2% |
| 3M | +1.8% | +1.9% | -0.1% | +2.2% |
| 6M | -0.8% | +27.8% | -28.6% | +0.2% |
| YTD | +9.5% | +26.7% | -17.1% | +10.3% |
| 1Y | +7.2% | +28.9% | -21.7% | +9.5% |
| All | +7.2% | +29.0% | -21.8% | +9.5% |
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 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