-35.7%
DOW vs SPMO
+155.8%
-191.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -3.9% | -1.9% | -2.0% | -3.4% |
| 3M | -12.7% | -1.4% | -11.3% | -13.1% |
| 6M | -13.7% | +25.5% | -39.2% | -25.4% |
| YTD | +28.4% | +24.8% | +3.5% | +11.1% |
| 1Y | +21.8% | +24.5% | -2.7% | +5.6% |
| 3Y | -35.7% | +157.1% | -192.8% | -65.3% |
| All | -35.7% | +155.8% | -191.5% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling