+66.5%
EWZ vs SPMO
+460.5%
-394.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.6% |
| 7D | +0.8% | +6.3% | -5.6% | -3.9% |
| 30D | -24.4% | -8.9% | -15.5% | -19.6% |
| 3M | -4.6% | -13.2% | +8.6% | +5.0% |
| 6M | -11.6% | -9.3% | -2.3% | -7.7% |
| YTD | +2.4% | +11.6% | -9.2% | -10.2% |
| 1Y | +2.1% | +13.4% | -11.3% | -11.8% |
| 3Y | +18.7% | +122.9% | -104.2% | -46.0% |
| 5Y | +54.2% | +113.9% | -59.8% | -27.8% |
| All | +66.5% | +460.5% | -394.0% | -62.5% |
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 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