+67.2%
F vs SPMO
+469.5%
-402.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +9.8% | -13.7% | -10.4% |
| 30D | -0.5% | -9.2% | +8.7% | +6.0% |
| 3M | -12.9% | -11.0% | -2.0% | -6.2% |
| 6M | +1.5% | -6.6% | +8.2% | +3.8% |
| YTD | -5.0% | +13.3% | -18.4% | -17.3% |
| 1Y | -7.3% | +12.7% | -20.0% | -19.0% |
| 3Y | +45.3% | +127.5% | -82.2% | -31.7% |
| 5Y | -15.8% | +117.4% | -133.1% | -58.6% |
| All | +67.2% | +469.5% | -402.3% | -48.8% |
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