+554.8%
XYZ vs SPMO
+465.1%
+89.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.1% |
| 7D | +12.6% | -2.6% | +15.2% | +16.1% |
| 30D | +10.8% | -14.2% | +25.0% | +35.9% |
| 3M | +8.4% | -12.7% | +21.0% | +28.6% |
| 6M | +14.3% | -9.6% | +23.9% | +21.4% |
| YTD | +31.5% | +9.3% | +22.2% | +2.9% |
| 1Y | +28.1% | +8.2% | +19.9% | +1.7% |
| 3Y | +66.2% | +119.4% | -53.2% | -59.3% |
| 5Y | -62.3% | +112.5% | -174.8% | -89.4% |
| 10Y | +634.6% | +449.2% | +185.4% | -26.1% |
| All | +554.8% | +465.1% | +89.7% | -36.4% |
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 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