+530.2%
B vs SPMO
+504.7%
+25.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | +9.8% | -16.0% | -9.4% |
| 30D | -6.6% | -9.2% | +2.6% | -3.4% |
| 3M | -7.9% | -11.0% | +3.1% | -4.1% |
| 6M | -16.8% | -6.6% | -10.2% | -14.9% |
| YTD | -11.7% | +13.3% | -25.0% | -15.2% |
| 1Y | +3.5% | +12.7% | -9.2% | -0.4% |
| 3Y | +165.7% | +127.5% | +38.2% | +107.0% |
| 5Y | +108.4% | +117.4% | -8.9% | +62.9% |
| 10Y | +212.7% | +469.5% | -256.8% | +126.8% |
| All | +530.2% | +504.7% | +25.5% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling