+5.2%
XYZ vs SPMO
+28.5%
-23.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -3.7% | +2.7% | -6.4% | -5.2% |
| 30D | +0.5% | +1.1% | -0.5% | -0.2% |
| 3M | +16.3% | +2.0% | +14.2% | +11.1% |
| 6M | +21.1% | +26.5% | -5.4% | -9.8% |
| YTD | +22.0% | +26.5% | -4.5% | -8.9% |
| 1Y | +5.2% | +27.9% | -22.8% | -19.4% |
| All | +5.2% | +28.5% | -23.3% | -19.4% |
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 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