+153.8%
B vs SPMO
+149.9%
+3.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +2.3% | +3.4% | -1.1% | +0.7% |
| 30D | +1.4% | +0.5% | +0.8% | +1.1% |
| 3M | +12.2% | +1.9% | +10.3% | +10.7% |
| 6M | -2.1% | +27.8% | -29.9% | -11.9% |
| YTD | +2.9% | +26.7% | -23.7% | -7.1% |
| 1Y | +55.3% | +28.9% | +26.4% | +39.4% |
| 3Y | +198.7% | +160.7% | +38.0% | +110.6% |
| 5Y | +153.8% | +150.2% | +3.6% | +70.3% |
| All | +153.8% | +149.9% | +3.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling