+9.3%
XYZ vs SPMO
+29.9%
-20.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.6% |
| 7D | -1.0% | +2.0% | -3.0% | -2.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +16.7% | -1.9% | +18.6% | +15.5% |
| 6M | +26.9% | +25.0% | +1.8% | -4.3% |
| YTD | +27.1% | +26.0% | +1.1% | -4.9% |
| 1Y | +9.3% | +28.7% | -19.4% | -17.1% |
| All | +9.3% | +29.9% | -20.7% | -17.1% |
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