+35.3%
EWZ vs SPMO
+24.7%
+10.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +13.5% | -0.7% | +14.2% | +13.7% |
| 3M | +15.2% | +2.8% | +12.4% | +11.8% |
| 6M | +3.7% | +24.4% | -20.7% | -12.8% |
| YTD | +22.5% | +24.2% | -1.7% | +3.1% |
| 1Y | +35.3% | +24.5% | +10.8% | +13.8% |
| All | +35.3% | +24.7% | +10.6% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling