+76.5%
F vs SPMO
+572.4%
-495.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.3% |
| 7D | +5.3% | +2.0% | +3.3% | +3.8% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | -3.7% | -1.9% | -1.8% | -3.9% |
| 6M | +16.8% | +25.0% | -8.2% | -3.8% |
| YTD | +15.3% | +26.0% | -10.7% | -5.8% |
| 1Y | +31.0% | +28.7% | +2.3% | +5.0% |
| 3Y | +45.4% | +160.9% | -115.5% | -36.8% |
| 5Y | +54.7% | +147.9% | -93.2% | -29.1% |
| 10Y | +98.2% | +518.9% | -420.7% | -47.2% |
| All | +76.5% | +572.4% | -495.9% | -55.3% |
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