+214.8%
B vs SPMO
+460.5%
-245.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -7.3% | +6.3% | -13.7% | -9.5% |
| 30D | -3.3% | -8.9% | +5.5% | -0.1% |
| 3M | -7.8% | -13.2% | +5.5% | -2.9% |
| 6M | -15.5% | -9.3% | -6.3% | -12.6% |
| YTD | -12.3% | +11.6% | -23.8% | -15.4% |
| 1Y | +5.4% | +13.4% | -8.0% | +1.1% |
| 3Y | +165.5% | +122.9% | +42.6% | +105.3% |
| 5Y | +107.0% | +113.9% | -6.9% | +60.4% |
| All | +214.8% | +460.5% | -245.7% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling