+43.3%
XRT vs SPMO
+159.5%
-116.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -0.3% | +3.4% | -3.6% | -1.8% |
| 30D | -5.6% | +0.5% | -6.2% | -6.0% |
| 3M | +2.5% | +1.9% | +0.6% | +0.1% |
| 6M | +3.7% | +27.8% | -24.1% | -12.9% |
| YTD | +1.0% | +26.7% | -25.7% | -14.7% |
| 1Y | -1.2% | +28.9% | -30.1% | -17.5% |
| All | +43.3% | +159.5% | -116.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling