-2.6%
XRT vs SPMO
+145.0%
-147.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 6M | +1.7% | +24.4% | -22.7% | -17.9% |
| YTD | -1.5% | +24.2% | -25.7% | -20.5% |
| 1Y | -2.5% | +24.5% | -27.0% | -21.6% |
| 3Y | +39.9% | +155.6% | -115.7% | -46.8% |
| 5Y | -2.6% | +148.2% | -150.8% | -61.7% |
| All | -2.6% | +145.0% | -147.6% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling