+143.6%
XLP vs SPMO
+459.7%
-316.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | +0.7% | -8.7% | +9.4% | +3.6% |
| 30D | +10.3% | -18.7% | +28.9% | +17.7% |
| 3M | +6.5% | -16.4% | +23.0% | +12.4% |
| 6M | +8.4% | -11.9% | +20.2% | +10.5% |
| YTD | +18.2% | +4.9% | +13.3% | +11.9% |
| 1Y | +22.4% | +6.2% | +16.2% | +15.2% |
| 3Y | +41.9% | +115.1% | -73.2% | -6.4% |
| 5Y | +40.9% | +102.2% | -61.4% | -5.1% |
| 10Y | +128.4% | +422.3% | -294.0% | +4.2% |
| All | +143.6% | +459.7% | -316.1% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling