+533.2%
XYZ vs SPMO
+551.6%
-18.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -3.0% |
| 7D | -1.0% | +2.0% | -3.0% | -3.8% |
| 30D | -1.7% | -0.4% | -1.3% | -1.4% |
| 3M | +16.7% | -1.9% | +18.6% | +14.3% |
| 6M | +26.9% | +25.0% | +1.8% | -16.6% |
| YTD | +27.1% | +26.0% | +1.1% | -17.2% |
| 1Y | +9.3% | +28.7% | -19.4% | -31.3% |
| 3Y | +42.3% | +160.9% | -118.6% | -72.4% |
| 5Y | -69.3% | +147.9% | -217.2% | -92.9% |
| 10Y | +586.8% | +518.9% | +67.9% | -41.5% |
| All | +533.2% | +551.6% | -18.4% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling