+3.6%
EXE vs SPMO
+29.9%
-26.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.1% |
| 30D | +8.5% | -0.4% | +8.8% | +8.5% |
| 3M | +5.5% | -1.9% | +7.3% | +5.9% |
| 6M | -5.9% | +25.0% | -30.9% | -5.0% |
| YTD | -9.7% | +26.0% | -35.7% | -9.2% |
| 1Y | +3.6% | +28.7% | -25.1% | +12.0% |
| All | +3.6% | +29.9% | -26.3% | +12.0% |
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