+14.1%
XRT vs SPMO
+11.2%
+2.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +1.7% | +6.3% | -4.6% | +0.9% |
| 30D | +7.5% | -8.9% | +16.4% | +8.5% |
| 3M | +2.2% | -13.2% | +15.4% | +3.9% |
| 6M | +14.7% | -9.3% | +23.9% | +13.6% |
| YTD | +7.5% | +11.6% | -4.1% | -3.9% |
| 1Y | +14.1% | +13.4% | +0.7% | +1.4% |
| All | +14.1% | +11.2% | +2.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling