+50.5%
B vs SPMO
+24.7%
+25.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +8.7% | -0.7% | +9.4% | +9.1% |
| 3M | +17.3% | +2.8% | +14.5% | +10.7% |
| 6M | -5.0% | +24.4% | -29.5% | -26.1% |
| YTD | +1.4% | +24.2% | -22.7% | -20.9% |
| 1Y | +50.5% | +24.5% | +26.0% | +12.4% |
| All | +50.5% | +24.7% | +25.9% | +12.4% |
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