+561.0%
B vs SPMO
+483.2%
+77.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | +7.1% | -2.6% | +9.8% | +8.0% |
| 30D | -3.3% | -14.2% | +10.9% | +2.1% |
| 3M | -2.5% | -12.7% | +10.1% | +2.2% |
| 6M | -7.2% | -9.6% | +2.3% | -3.9% |
| YTD | -7.4% | +9.3% | -16.7% | -9.8% |
| 1Y | +16.4% | +8.2% | +8.2% | +13.8% |
| 3Y | +178.7% | +119.4% | +59.3% | +120.2% |
| 5Y | +121.7% | +112.5% | +9.2% | +75.1% |
| 10Y | +208.6% | +449.2% | -240.6% | +127.0% |
| All | +561.0% | +483.2% | +77.9% | +401.1% |
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