+67.6%
EWZ vs SPMO
+149.9%
-82.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | +5.6% | +3.4% | +2.2% | +3.7% |
| 30D | +9.3% | +0.5% | +8.7% | +8.8% |
| 3M | +15.7% | +1.9% | +13.8% | +13.3% |
| 6M | +7.4% | +27.8% | -20.4% | -8.3% |
| YTD | +22.7% | +26.7% | -4.0% | +5.3% |
| 1Y | +36.4% | +28.9% | +7.5% | +15.7% |
| 3Y | +50.4% | +160.7% | -110.3% | -22.0% |
| 5Y | +67.6% | +150.2% | -82.5% | -12.7% |
| All | +67.6% | +149.9% | -82.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling