+224.8%
XLY vs SPMO
+566.1%
-341.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.0% |
| 30D | -4.2% | -1.9% | -2.3% | -2.9% |
| 3M | -2.7% | -1.4% | -1.3% | -3.4% |
| 6M | -0.6% | +25.5% | -26.1% | -19.9% |
| YTD | -5.0% | +24.8% | -29.9% | -23.2% |
| 1Y | -4.1% | +24.5% | -28.6% | -22.4% |
| 3Y | +33.6% | +157.1% | -123.5% | -41.5% |
| 5Y | +28.7% | +149.5% | -120.8% | -42.1% |
| 10Y | +219.6% | +518.1% | -298.4% | -14.3% |
| All | +224.8% | +566.1% | -341.3% | -15.6% |
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