+150.0%
ALL vs SPMO
+159.5%
-9.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -1.7% | +3.4% | -5.1% | -1.7% |
| 30D | -4.7% | +0.5% | -5.2% | -4.7% |
| 3M | +18.4% | +1.9% | +16.5% | +17.9% |
| 6M | +20.5% | +27.8% | -7.3% | +14.8% |
| YTD | +23.5% | +26.7% | -3.1% | +17.8% |
| 1Y | +29.0% | +28.9% | +0.1% | +22.2% |
| All | +150.0% | +159.5% | -9.5% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling