+291.5%
C vs SPMO
+514.3%
-222.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +2.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +2.0% | -0.7% | +2.7% | +2.5% |
| 3M | +4.4% | +2.8% | +1.5% | +0.1% |
| 6M | +28.3% | +24.4% | +3.9% | +2.1% |
| YTD | +20.5% | +24.2% | -3.7% | -3.7% |
| 1Y | +45.5% | +24.5% | +21.1% | +15.9% |
| 3Y | +274.0% | +155.6% | +118.4% | +51.4% |
| 5Y | +136.1% | +148.2% | -12.1% | -2.2% |
| All | +291.5% | +514.3% | -222.8% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling