+368.3%
XMMO vs SPY
+307.0%
+61.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | +4.6% | +2.6% | +2.0% | +1.9% |
| 30D | -5.4% | -2.0% | -3.4% | -3.2% |
| 3M | -16.7% | -2.8% | -13.9% | -14.0% |
| 6M | -19.1% | +2.1% | -21.2% | -20.6% |
| YTD | -1.6% | +11.5% | -13.1% | -11.9% |
| 1Y | +2.0% | +13.5% | -11.5% | -10.3% |
| 3Y | +72.2% | +77.7% | -5.5% | -5.1% |
| 5Y | +48.0% | +72.6% | -24.7% | -15.9% |
| All | +368.3% | +307.0% | +61.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling