+948.7%
ASX vs SPMO
+484.3%
+464.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +3.9% |
| 7D | -12.3% | -1.9% | -10.3% | -9.0% |
| 30D | -26.0% | -14.1% | -11.9% | -11.1% |
| 3M | -8.1% | -13.1% | +5.0% | +9.6% |
| 6M | +1.4% | -9.4% | +10.8% | +19.4% |
| YTD | +115.6% | +9.5% | +106.1% | +112.6% |
| 1Y | +128.0% | +10.5% | +117.5% | +123.2% |
| 3Y | +371.4% | +124.4% | +247.0% | +148.5% |
| 5Y | +469.4% | +110.5% | +358.9% | +218.5% |
| 10Y | +842.6% | +450.3% | +392.4% | +219.8% |
| All | +948.7% | +484.3% | +464.4% | +250.7% |
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 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