+441.4%
ALL vs SPMO
+572.4%
-131.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.9% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +23.6% | -1.9% | +25.5% | +22.4% |
| 6M | +22.3% | +25.0% | -2.7% | +5.9% |
| YTD | +26.5% | +26.0% | +0.5% | +8.7% |
| 1Y | +27.0% | +28.7% | -1.7% | +7.4% |
| 3Y | +149.6% | +160.9% | -11.3% | +33.8% |
| 5Y | +118.1% | +147.9% | -29.8% | +19.7% |
| 10Y | +369.0% | +518.9% | -150.0% | +62.3% |
| All | +441.4% | +572.4% | -131.0% | +81.8% |
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