+157.2%
EXC vs SPMO
+514.3%
-357.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | -4.0% | +2.8% | -6.8% | -6.4% |
| 6M | -9.8% | +24.4% | -34.2% | -20.7% |
| YTD | +2.3% | +24.2% | -21.9% | -10.2% |
| 1Y | +3.8% | +24.5% | -20.7% | -9.2% |
| 3Y | +19.7% | +155.6% | -135.8% | -35.6% |
| 5Y | +45.6% | +148.2% | -102.6% | -21.2% |
| All | +157.2% | +514.3% | -357.1% | -13.4% |
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