+19.2%
AGG vs SPMO
+562.6%
-543.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | -1.3% | +2.8% | -4.1% | -1.4% |
| 6M | -2.1% | +24.4% | -26.5% | -2.5% |
| YTD | -1.2% | +24.2% | -25.4% | -1.6% |
| 1Y | -0.5% | +24.5% | -25.0% | -0.9% |
| 3Y | +12.4% | +155.6% | -143.1% | +10.6% |
| 5Y | -2.4% | +148.2% | -150.6% | -4.1% |
| 10Y | +14.3% | +514.8% | -500.5% | +13.6% |
| All | +19.2% | +562.6% | -543.4% | +18.5% |
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