+948.1%
FIX vs SPMO
+101.1%
+847.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +3.2% |
| 7D | -17.5% | -8.7% | -8.8% | -5.5% |
| 30D | -41.6% | -18.7% | -22.9% | -20.7% |
| 3M | -40.6% | -16.4% | -24.2% | -22.1% |
| 6M | -49.4% | -11.9% | -37.5% | -38.0% |
| YTD | +9.2% | +4.9% | +4.3% | +6.1% |
| 1Y | +6.5% | +6.2% | +0.3% | +2.5% |
| 3Y | +448.7% | +115.1% | +333.6% | +155.0% |
| All | +948.1% | +101.1% | +847.0% | +418.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling