+120.8%
EWZ vs SPMO
+459.7%
-338.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.5% |
| 7D | -1.5% | -8.7% | +7.2% | +5.1% |
| 30D | -24.5% | -18.7% | -5.8% | -12.5% |
| 3M | -10.7% | -16.4% | +5.7% | +1.1% |
| 6M | -19.1% | -11.9% | -7.2% | -13.9% |
| YTD | +1.6% | +4.9% | -3.3% | -6.4% |
| 1Y | +4.3% | +6.2% | -1.9% | -5.0% |
| 3Y | +19.0% | +115.1% | -96.1% | -43.9% |
| 5Y | +57.7% | +102.2% | -44.6% | -22.0% |
| 10Y | +51.3% | +422.3% | -371.0% | -64.2% |
| All | +120.8% | +459.7% | -338.9% | -49.8% |
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 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