+5,993.3%
FIX vs SPMO
+517.5%
+5,475.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.8% |
| 7D | +6.1% | +3.4% | +2.7% | +2.2% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | -10.9% | +1.9% | -12.9% | -11.3% |
| 6M | +29.0% | +27.8% | +1.2% | +0.7% |
| YTD | +76.9% | +26.7% | +50.2% | +40.1% |
| 1Y | +130.7% | +28.9% | +101.9% | +81.5% |
| 3Y | +790.7% | +160.7% | +630.0% | +276.9% |
| 5Y | +2,185.6% | +150.2% | +2,035.4% | +903.7% |
| 10Y | +5,993.3% | +517.5% | +5,475.8% | +1,288.8% |
| All | +5,993.3% | +517.5% | +5,475.8% | +1,288.8% |
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