+121.9%
EWZ vs SPMO
+483.2%
-361.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +1.3% | -2.6% | +4.0% | +3.0% |
| 30D | -26.2% | -14.2% | -11.9% | -17.8% |
| 3M | -8.6% | -12.7% | +4.0% | 0.0% |
| 6M | -17.0% | -9.6% | -7.5% | -13.3% |
| YTD | +2.2% | +9.3% | -7.1% | -8.8% |
| 1Y | +2.7% | +8.2% | -5.6% | -7.7% |
| 3Y | +18.2% | +119.4% | -101.2% | -44.8% |
| 5Y | +56.0% | +112.5% | -56.5% | -25.8% |
| 10Y | +60.8% | +449.2% | -388.4% | -63.3% |
| All | +121.9% | +483.2% | -361.3% | -51.1% |
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