+24.2%
FIX vs SPMO
+11.2%
+13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | +1.2% |
| 7D | +9.4% | +6.3% | +3.1% | -0.8% |
| 30D | -27.8% | -8.9% | -18.9% | -15.2% |
| 3M | -35.6% | -13.2% | -22.3% | -17.9% |
| 6M | -45.2% | -9.3% | -36.0% | -35.2% |
| YTD | +19.5% | +11.6% | +7.9% | -5.4% |
| 1Y | +24.2% | +13.4% | +10.9% | -4.9% |
| All | +24.2% | +11.2% | +13.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling