+64.8%
EFA vs SPMO
+155.8%
-91.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -1.7% | -1.9% | +0.3% | -0.8% |
| 3M | +3.5% | -1.4% | +4.8% | +3.4% |
| 6M | +9.5% | +25.5% | -16.0% | -3.6% |
| YTD | +12.9% | +24.8% | -12.0% | -0.4% |
| 1Y | +18.2% | +24.5% | -6.3% | +4.3% |
| 3Y | +64.8% | +157.1% | -92.3% | -4.8% |
| All | +64.8% | +155.8% | -91.0% | -4.8% |
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