+196.7%
EXC vs SPMO
+460.5%
-263.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +2.0% |
| 7D | +1.4% | +6.3% | -5.0% | -1.2% |
| 30D | +8.6% | -8.9% | +17.4% | +12.2% |
| 3M | +2.4% | -13.2% | +15.6% | +7.9% |
| 6M | +6.5% | -9.3% | +15.7% | +8.4% |
| YTD | +9.0% | +11.6% | -2.5% | -0.5% |
| 1Y | +4.6% | +13.4% | -8.8% | -5.5% |
| 3Y | +33.5% | +122.9% | -89.4% | -23.8% |
| 5Y | +41.4% | +113.9% | -72.5% | -17.9% |
| All | +196.7% | +460.5% | -263.9% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling