+1,054.4%
XMMO vs SPY
+838.2%
+216.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | -10.0% | +2.0% | -12.0% | -11.7% |
| 6M | +3.9% | +13.0% | -9.1% | -8.1% |
| YTD | +11.8% | +13.5% | -1.8% | -1.7% |
| 1Y | +16.6% | +20.0% | -3.4% | -3.1% |
| 3Y | +88.7% | +77.2% | +11.6% | +5.4% |
| 5Y | +82.8% | +81.9% | +0.9% | -0.8% |
| 10Y | +413.7% | +314.1% | +99.7% | +20.6% |
| All | +1,054.4% | +838.2% | +216.2% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling