-68.6%
XYZ vs SPMO
+149.9%
-218.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.9% |
| 7D | +2.9% | +3.4% | -0.5% | -1.9% |
| 30D | +1.4% | +0.5% | +0.9% | +0.4% |
| 3M | +14.6% | +1.9% | +12.7% | +6.0% |
| 6M | +20.8% | +27.8% | -7.1% | -24.5% |
| YTD | +23.1% | +26.7% | -3.6% | -21.7% |
| 1Y | +5.6% | +28.9% | -23.2% | -34.8% |
| 3Y | +50.9% | +160.7% | -109.8% | -77.2% |
| 5Y | -68.6% | +150.2% | -218.7% | -94.6% |
| All | -68.6% | +149.9% | -218.4% | -94.6% |
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