+1,008.9%
BE vs SPMO
+319.5%
+689.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +8.8% |
| 7D | +29.8% | +3.4% | +26.4% | +23.3% |
| 30D | +26.4% | +0.5% | +25.9% | +26.2% |
| 3M | +9.3% | +1.9% | +7.4% | +12.0% |
| 6M | +105.1% | +27.8% | +77.2% | +50.5% |
| YTD | +219.0% | +26.7% | +192.4% | +139.9% |
| 1Y | +418.8% | +28.9% | +389.9% | +296.4% |
| 3Y | +1,784.6% | +160.7% | +1,623.9% | +426.1% |
| 5Y | +1,251.0% | +150.2% | +1,100.8% | +319.6% |
| All | +1,008.9% | +319.5% | +689.4% | +88.4% |
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 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