+170.2%
XLU vs SPMO
+566.1%
-395.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | -3.3% | -1.9% | -1.4% | -2.6% |
| 3M | -3.2% | -1.4% | -1.8% | -3.4% |
| 6M | -7.0% | +25.5% | -32.4% | -17.5% |
| YTD | +0.6% | +24.8% | -24.2% | -10.7% |
| 1Y | +2.4% | +24.5% | -22.1% | -9.1% |
| 3Y | +46.3% | +157.1% | -110.9% | -12.4% |
| 5Y | +44.0% | +149.5% | -105.5% | -13.3% |
| 10Y | +140.1% | +518.1% | -378.0% | -0.9% |
| All | +170.2% | +566.1% | -395.9% | +10.2% |
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 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