-63.0%
XYZ vs SPMO
+100.8%
-163.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | -0.4% |
| 7D | +12.1% | -8.7% | +20.9% | +25.5% |
| 30D | +12.4% | -18.7% | +31.1% | +46.1% |
| 3M | +8.2% | -16.4% | +24.6% | +34.7% |
| 6M | +20.7% | -11.9% | +32.5% | +30.2% |
| YTD | +31.3% | +4.9% | +26.4% | +5.8% |
| 1Y | +20.5% | +6.2% | +14.3% | -5.1% |
| 3Y | +72.6% | +115.1% | -42.5% | -67.0% |
| All | -63.0% | +100.8% | -163.8% | -91.9% |
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