+271.2%
EW vs SPMO
+460.5%
-189.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | +4.9% | +6.3% | -1.4% | +0.6% |
| 30D | +23.9% | -8.9% | +32.8% | +31.1% |
| 3M | +15.8% | -13.2% | +29.0% | +26.1% |
| 6M | +31.7% | -9.3% | +40.9% | +35.7% |
| YTD | +25.7% | +11.6% | +14.1% | +9.8% |
| 1Y | +24.4% | +13.4% | +11.1% | +7.3% |
| 3Y | +65.9% | +122.9% | -57.0% | -21.1% |
| 5Y | -7.6% | +113.9% | -121.6% | -54.6% |
| All | +271.2% | +460.5% | -189.3% | -1.8% |
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 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