+4.4%
EXC vs SPMO
+29.9%
-25.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -0.8% |
| 7D | +0.3% | +2.0% | -1.7% | +0.7% |
| 30D | -3.7% | -0.4% | -3.4% | -3.8% |
| 3M | -1.3% | -1.9% | +0.6% | -1.2% |
| 6M | -9.7% | +25.0% | -34.7% | -6.4% |
| YTD | +2.9% | +26.0% | -23.1% | +6.6% |
| 1Y | +4.4% | +28.7% | -24.3% | +8.7% |
| All | +4.4% | +29.9% | -25.5% | +8.7% |
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 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