+358.0%
ALL vs SPMO
+514.3%
-156.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.4% |
| 3M | +13.2% | +2.8% | +10.4% | +9.7% |
| 6M | +22.5% | +24.4% | -1.9% | +5.8% |
| YTD | +22.7% | +24.2% | -1.5% | +5.7% |
| 1Y | +28.3% | +24.5% | +3.8% | +10.0% |
| 3Y | +152.0% | +155.6% | -3.5% | +34.3% |
| 5Y | +115.4% | +148.2% | -32.7% | +16.0% |
| All | +358.0% | +514.3% | -156.3% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling