+63.8%
EW vs SPMO
+128.1%
-64.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.9% | +9.8% | -4.8% | +2.2% |
| 30D | +24.1% | -9.2% | +33.3% | +27.5% |
| 3M | +13.7% | -11.0% | +24.7% | +17.4% |
| 6M | +32.7% | -6.6% | +39.3% | +32.7% |
| YTD | +24.1% | +13.3% | +10.8% | +12.9% |
| 1Y | +23.6% | +12.7% | +11.0% | +12.8% |
| All | +63.8% | +128.1% | -64.3% | -3.5% |
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