+119.9%
XRT vs SPMO
+514.3%
-394.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -6.7% | -0.7% | -6.0% | -6.5% |
| 3M | -1.4% | +2.8% | -4.2% | -5.3% |
| 6M | +1.7% | +24.4% | -22.7% | -16.4% |
| YTD | -1.5% | +24.2% | -25.7% | -19.0% |
| 1Y | -2.5% | +24.5% | -27.0% | -20.1% |
| 3Y | +39.9% | +155.6% | -115.7% | -36.7% |
| 5Y | -2.6% | +148.2% | -150.8% | -54.6% |
| All | +119.9% | +514.3% | -394.4% | -33.4% |
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