+122.9%
XRT vs SPMO
+572.4%
-449.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.1% |
| 7D | +0.8% | +2.0% | -1.2% | -0.6% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | +5.1% | -1.9% | +7.0% | +4.4% |
| 6M | +2.4% | +25.0% | -22.6% | -15.8% |
| YTD | +3.2% | +26.0% | -22.8% | -15.8% |
| 1Y | +1.5% | +28.7% | -27.2% | -18.6% |
| 3Y | +40.6% | +160.9% | -120.3% | -36.6% |
| 5Y | -1.0% | +147.9% | -148.9% | -53.3% |
| 10Y | +128.4% | +518.9% | -390.5% | -36.6% |
| All | +122.9% | +572.4% | -449.6% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling