-10.9%
DOW vs SPMO
+319.2%
-330.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.0% | +2.7% | -8.7% | -7.8% |
| 30D | -2.7% | +1.1% | -3.8% | -3.7% |
| 3M | -10.5% | +2.0% | -12.5% | -14.0% |
| 6M | -12.4% | +26.5% | -39.0% | -30.6% |
| YTD | +30.0% | +26.5% | +3.5% | +2.8% |
| 1Y | +27.8% | +27.9% | -0.1% | +0.1% |
| 3Y | -34.9% | +160.4% | -195.3% | -73.7% |
| 5Y | -35.9% | +151.5% | -187.4% | -73.5% |
| All | -10.9% | +319.2% | -330.2% | -78.0% |
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