-18.9%
EXE vs SPMO
+11.0%
-29.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | -4.7% | -8.9% | +4.2% | -5.7% |
| 30D | +1.0% | -13.8% | +14.8% | -0.7% |
| 3M | -5.6% | -12.5% | +6.9% | -7.1% |
| 6M | -12.3% | -1.5% | -10.8% | -12.0% |
| YTD | -19.5% | +11.3% | -30.8% | -18.8% |
| 1Y | -18.9% | +11.5% | -30.3% | -18.1% |
| All | -18.9% | +11.0% | -29.8% | -18.1% |
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 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