+50.1%
F vs SPMO
+483.2%
-433.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | -10.3% | -12.7% | +2.4% | -2.1% |
| 6M | +3.3% | -9.6% | +12.8% | +8.0% |
| YTD | -2.0% | +9.3% | -11.3% | -12.1% |
| 1Y | -2.3% | +8.2% | -10.5% | -11.7% |
| 3Y | +49.9% | +119.4% | -69.5% | -26.5% |
| 5Y | -12.5% | +112.5% | -124.9% | -55.6% |
| 10Y | +74.3% | +449.2% | -375.0% | -49.5% |
| All | +50.1% | +483.2% | -433.1% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling