+7,479.6%
BMO vs SPY
+2,757.3%
+4,722.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | -5.1% | -1.4% | -3.7% | -4.0% |
| 3M | +5.2% | +3.7% | +1.5% | +2.1% |
| 6M | +23.4% | +13.0% | +10.4% | +11.7% |
| YTD | +35.0% | +12.4% | +22.6% | +22.8% |
| 1Y | +38.5% | +18.5% | +20.0% | +20.6% |
| 3Y | +130.5% | +77.6% | +52.9% | +42.6% |
| 5Y | +106.8% | +81.7% | +25.1% | +24.9% |
| 10Y | +288.4% | +319.7% | -31.3% | +21.1% |
| All | +7,479.6% | +2,757.3% | +4,722.2% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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