+117.8%
EW vs SPMO
+517.6%
-399.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -6.2% | -0.9% | -5.2% | -5.6% |
| 30D | -9.3% | -1.9% | -7.4% | -8.3% |
| 3M | -1.6% | -1.4% | -0.3% | -2.6% |
| 6M | -0.8% | +25.5% | -26.3% | -19.2% |
| YTD | -1.0% | +24.8% | -25.9% | -19.1% |
| 1Y | +8.2% | +24.5% | -16.3% | -11.7% |
| 3Y | +12.7% | +157.1% | -144.4% | -51.1% |
| 5Y | -30.2% | +149.5% | -179.7% | -69.0% |
| All | +117.8% | +517.6% | -399.8% | -47.1% |
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