-3.5%
F vs SPMO
+12.7%
-16.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.4% |
| 7D | -2.1% | +1.8% | -4.0% | -2.8% |
| 30D | +3.3% | -10.0% | +13.3% | +7.1% |
| 3M | -11.3% | -9.4% | -1.9% | -8.5% |
| 6M | +5.3% | -7.7% | +13.0% | +6.0% |
| YTD | -2.2% | +13.3% | -15.6% | -14.5% |
| 1Y | -3.5% | +12.7% | -16.2% | -15.6% |
| All | -3.5% | +12.7% | -16.2% | -15.6% |
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 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