+230.2%
XOM vs SPMO
+575.0%
-344.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | 0.0% | +2.7% | -2.7% | -1.2% |
| 30D | +3.4% | +1.1% | +2.4% | +2.8% |
| 3M | +11.0% | +2.0% | +9.0% | +8.3% |
| 6M | +10.6% | +26.5% | -15.9% | -4.9% |
| YTD | +39.2% | +26.5% | +12.7% | +19.4% |
| 1Y | +52.7% | +27.9% | +24.8% | +29.8% |
| 3Y | +56.8% | +160.4% | -103.6% | -17.2% |
| 5Y | +261.8% | +151.5% | +110.3% | +94.4% |
| 10Y | +191.3% | +526.3% | -335.0% | +3.7% |
| All | +230.2% | +575.0% | -344.8% | +16.8% |
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