+41.9%
XLP vs SPMO
+116.1%
-74.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.2% |
| 7D | +0.7% | -8.7% | +9.4% | +0.5% |
| 30D | +10.3% | -18.7% | +28.9% | +9.8% |
| 3M | +6.5% | -16.4% | +23.0% | +6.1% |
| 6M | +8.4% | -11.9% | +20.2% | +7.1% |
| YTD | +18.2% | +4.9% | +13.3% | +14.5% |
| 1Y | +22.4% | +6.2% | +16.2% | +18.4% |
| 3Y | +41.9% | +115.1% | -73.2% | +16.4% |
| All | +41.9% | +116.1% | -74.2% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling