+199.9%
B vs SPMO
+514.3%
-314.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +8.7% | -0.7% | +9.4% | +9.0% |
| 3M | +17.3% | +2.8% | +14.5% | +15.7% |
| 6M | -5.0% | +24.4% | -29.5% | -12.1% |
| YTD | +1.4% | +24.2% | -22.7% | -6.0% |
| 1Y | +50.5% | +24.5% | +26.0% | +39.5% |
| 3Y | +194.4% | +155.6% | +38.8% | +116.3% |
| 5Y | +156.7% | +148.2% | +8.5% | +88.5% |
| All | +199.9% | +514.3% | -314.5% | +85.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling