+191.4%
EXC vs SPMO
+572.4%
-381.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.6% |
| 30D | -3.7% | -0.4% | -3.4% | -3.7% |
| 3M | -1.3% | -1.9% | +0.6% | -1.7% |
| 6M | -9.7% | +25.0% | -34.7% | -20.4% |
| YTD | +2.9% | +26.0% | -23.1% | -9.9% |
| 1Y | +4.4% | +28.7% | -24.3% | -9.8% |
| 3Y | +22.2% | +160.9% | -138.7% | -33.7% |
| 5Y | +46.7% | +147.9% | -101.2% | -18.6% |
| 10Y | +155.3% | +518.9% | -363.6% | -7.6% |
| All | +191.4% | +572.4% | -381.0% | +3.3% |
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