+456.3%
ALL vs SPMO
+504.7%
-48.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +9.8% | -9.8% | -3.9% |
| 30D | +12.8% | -9.2% | +22.0% | +16.9% |
| 3M | +4.7% | -11.0% | +15.6% | +9.0% |
| 6M | +24.9% | -6.6% | +31.6% | +24.5% |
| YTD | +30.0% | +13.3% | +16.6% | +15.9% |
| 1Y | +29.9% | +12.7% | +17.3% | +16.1% |
| 3Y | +117.5% | +127.5% | -10.0% | +23.7% |
| 5Y | +161.7% | +117.4% | +44.3% | +51.7% |
| 10Y | +377.1% | +469.5% | -92.5% | +70.9% |
| All | +456.3% | +504.7% | -48.5% | +94.0% |
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