+105.4%
EXE vs SPMO
+145.0%
-39.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | +10.0% | +2.8% | +7.2% | +6.8% |
| 6M | -6.3% | +24.4% | -30.8% | -20.2% |
| YTD | -10.7% | +24.2% | -34.9% | -24.1% |
| 1Y | +2.7% | +24.5% | -21.8% | -13.1% |
| 3Y | +19.1% | +155.6% | -136.5% | -45.8% |
| 5Y | +105.4% | +148.2% | -42.8% | -5.9% |
| All | +105.4% | +145.0% | -39.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling