+35.5%
XLV vs SPMO
+149.5%
-114.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -0.9% | -2.6% | -3.3% |
| 30D | -1.8% | -1.9% | +0.1% | -1.3% |
| 3M | +7.8% | -1.4% | +9.1% | +7.2% |
| 6M | +9.1% | +25.5% | -16.4% | -2.6% |
| YTD | +7.7% | +24.8% | -17.1% | -3.8% |
| 1Y | +20.4% | +24.5% | -4.1% | +7.5% |
| 3Y | +30.8% | +157.1% | -126.4% | -23.6% |
| All | +35.5% | +149.5% | -114.0% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling