+29.4%
B vs SPMO
+11.0%
+18.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.2% | +9.0% |
| 7D | +1.1% | -8.9% | +10.0% | +8.7% |
| 30D | +0.3% | -13.8% | +14.1% | +12.7% |
| 3M | +5.4% | -12.5% | +17.9% | +16.9% |
| 6M | +5.5% | -1.5% | +7.0% | +0.9% |
| YTD | -6.3% | +11.3% | -17.6% | -21.2% |
| 1Y | +29.4% | +11.5% | +17.9% | +8.7% |
| All | +29.4% | +11.0% | +18.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling