+3,644.4%
FIX vs SPMO
+449.2%
+3,195.2%
-53.3%
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% | -0.4% |
| 7D | -13.9% | -2.6% | -11.3% | -10.6% |
| 30D | -35.5% | -14.2% | -21.3% | -22.2% |
| 3M | -33.9% | -12.7% | -21.3% | -21.6% |
| 6M | -43.3% | -9.6% | -33.7% | -34.5% |
| YTD | +18.7% | +9.3% | +9.4% | +12.8% |
| 1Y | +13.8% | +8.2% | +5.5% | +9.9% |
| 3Y | +495.0% | +119.4% | +375.6% | +209.0% |
| 5Y | +1,049.0% | +112.5% | +936.6% | +513.5% |
| 10Y | +3,644.4% | +449.2% | +3,195.2% | +953.8% |
| All | +3,644.4% | +449.2% | +3,195.2% | +953.8% |
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