+18.1%
EW vs SPMO
+11.0%
+7.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +8.3% | -8.9% | +17.2% | +9.1% |
| 30D | +13.9% | -13.8% | +27.7% | +15.3% |
| 3M | +10.9% | -12.5% | +23.4% | +12.2% |
| 6M | +19.2% | -1.5% | +20.7% | +13.4% |
| YTD | +16.6% | +11.3% | +5.2% | +5.2% |
| 1Y | +18.1% | +11.5% | +6.6% | +6.6% |
| All | +18.1% | +11.0% | +7.1% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling