+260.7%
EW vs SPMO
+572.4%
-311.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.9% |
| 7D | -0.3% | +2.0% | -2.3% | -1.7% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | +2.8% | -1.9% | +4.7% | +2.0% |
| 6M | +5.5% | +25.0% | -19.5% | -13.2% |
| YTD | +5.5% | +26.0% | -20.6% | -13.9% |
| 1Y | +11.0% | +28.7% | -17.6% | -11.0% |
| 3Y | +17.7% | +160.9% | -143.2% | -48.2% |
| 5Y | -25.7% | +147.9% | -173.7% | -66.0% |
| 10Y | +132.8% | +518.9% | -386.1% | -38.6% |
| All | +260.7% | +572.4% | -311.7% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling