-15.1%
F vs SPMO
+109.7%
-124.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -2.6% |
| 7D | -0.6% | -1.9% | +1.3% | +0.4% |
| 30D | +2.9% | -14.1% | +16.9% | +14.6% |
| 3M | -9.5% | -13.1% | +3.6% | -0.5% |
| 6M | +4.0% | -9.4% | +13.4% | +8.3% |
| YTD | -1.3% | +9.5% | -10.8% | -13.9% |
| 1Y | -1.9% | +10.5% | -12.4% | -15.4% |
| 3Y | +53.5% | +124.4% | -70.9% | -44.7% |
| 5Y | -15.1% | +110.5% | -125.7% | -66.0% |
| All | -15.1% | +109.7% | -124.8% | -66.0% |
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 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