+74.3%
F vs SPMO
+449.2%
-375.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.0% | -2.6% | +3.6% | +2.5% |
| 30D | +2.1% | -14.2% | +16.4% | +13.5% |
| 3M | -10.3% | -12.7% | +2.4% | -2.0% |
| 6M | +3.3% | -9.6% | +12.8% | +8.0% |
| YTD | -2.0% | +9.3% | -11.3% | -12.3% |
| 1Y | -2.3% | +8.2% | -10.5% | -11.9% |
| 3Y | +49.9% | +119.4% | -69.5% | -27.6% |
| 5Y | -12.5% | +112.5% | -124.9% | -56.2% |
| 10Y | +74.3% | +449.2% | -375.0% | -45.6% |
| All | +74.3% | +449.2% | -375.0% | -45.6% |
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