+133.2%
XRT vs SPMO
+460.5%
-327.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.5% |
| 7D | +1.7% | +6.3% | -4.6% | -2.5% |
| 30D | +7.5% | -8.9% | +16.4% | +13.7% |
| 3M | +2.2% | -13.2% | +15.4% | +11.5% |
| 6M | +14.7% | -9.3% | +23.9% | +18.5% |
| YTD | +7.5% | +11.6% | -4.1% | -5.8% |
| 1Y | +14.1% | +13.4% | +0.7% | -1.4% |
| 3Y | +58.8% | +122.9% | -64.1% | -21.6% |
| 5Y | -3.9% | +113.9% | -117.8% | -50.9% |
| All | +133.2% | +460.5% | -327.3% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling