+584.9%
XYZ vs SPMO
+460.5%
+124.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +5.1% |
| 7D | -1.1% | +6.3% | -7.4% | -9.9% |
| 30D | +11.5% | -8.9% | +20.4% | +25.0% |
| 3M | +1.8% | -13.2% | +15.0% | +21.9% |
| 6M | +21.2% | -9.3% | +30.5% | +28.2% |
| YTD | +29.9% | +11.6% | +18.4% | -2.0% |
| 1Y | +35.8% | +13.4% | +22.4% | -0.6% |
| 3Y | +62.6% | +122.9% | -60.3% | -62.3% |
| 5Y | -62.8% | +113.9% | -176.7% | -89.9% |
| All | +584.9% | +460.5% | +124.3% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling